+263.3%
FICO vs TW
+211.2%
+52.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.4% |
| 7D | -10.6% | -0.5% | -10.1% | -10.5% |
| 30D | -6.3% | -0.6% | -5.7% | -6.3% |
| 3M | -19.7% | +3.4% | -23.2% | -21.0% |
| 6M | -31.8% | -18.4% | -13.3% | -24.7% |
| YTD | -41.8% | -3.9% | -37.9% | -41.3% |
| 1Y | -36.4% | -13.3% | -23.1% | -32.5% |
| 3Y | +9.3% | +20.8% | -11.6% | -5.8% |
| 5Y | +113.0% | +20.3% | +92.7% | +77.2% |
| All | +263.3% | +211.2% | +52.1% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling