-56.4%
FICO vs TXT
+9.2%
-65.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -3.0% |
| 7D | +0.4% | +10.6% | -10.2% | -1.2% |
| 30D | +1.7% | +14.4% | -12.7% | -0.6% |
| 3M | -33.0% | -2.7% | -30.3% | -33.7% |
| 6M | -33.9% | -4.7% | -29.2% | -34.7% |
| YTD | -58.5% | -0.5% | -58.0% | -60.6% |
| 1Y | -56.4% | +8.7% | -65.1% | -62.3% |
| All | -56.4% | +9.2% | -65.5% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling