+244.5%
FICO vs TW
+221.1%
+23.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.8% | -17.5% | -17.1% |
| 7D | -19.2% | -2.3% | -16.9% | -18.3% |
| 30D | -14.6% | +3.9% | -18.5% | -16.4% |
| 3M | -20.1% | +5.7% | -25.8% | -22.4% |
| 6M | -36.3% | -14.5% | -21.8% | -31.4% |
| YTD | -44.9% | -0.9% | -44.0% | -45.2% |
| 1Y | -38.6% | -13.5% | -25.1% | -34.7% |
| 3Y | +4.0% | +25.0% | -21.0% | -11.9% |
| 5Y | +99.5% | +22.7% | +76.8% | +64.5% |
| All | +244.5% | +221.1% | +23.4% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling