+499.7%
FICO vs TXT
+112.2%
+387.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.4% |
| 7D | -0.9% | -2.5% | +1.6% | +0.1% |
| 30D | +3.3% | +14.4% | -11.1% | -2.4% |
| 3M | -31.7% | -4.9% | -26.8% | -30.6% |
| 6M | -34.0% | -10.2% | -23.8% | -31.9% |
| YTD | -58.3% | -4.1% | -54.2% | -58.5% |
| 1Y | -57.9% | +4.0% | -61.9% | -59.5% |
| 3Y | -24.1% | +8.0% | -32.0% | -29.7% |
| 5Y | +85.3% | +8.4% | +76.9% | +68.2% |
| All | +499.7% | +112.2% | +387.5% | +301.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling