-24.1%
FICO vs TW
+39.9%
-64.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -0.9% | +4.2% | -5.2% | -2.6% |
| 30D | +3.3% | +18.9% | -15.6% | -3.7% |
| 3M | -31.7% | +23.8% | -55.5% | -37.5% |
| 6M | -34.0% | +17.0% | -51.0% | -38.1% |
| YTD | -58.3% | +19.2% | -77.6% | -61.2% |
| 1Y | -57.9% | +20.1% | -78.0% | -60.9% |
| 3Y | -24.1% | +40.5% | -64.6% | -32.6% |
| All | -24.1% | +39.9% | -64.0% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling