+531.6%
FICO vs TXT
+115.3%
+416.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.8% |
| 7D | -0.1% | -3.5% | +3.5% | +1.4% |
| 30D | +8.4% | +15.2% | -6.8% | +2.1% |
| 3M | -30.5% | -4.5% | -26.0% | -29.5% |
| 6M | -35.7% | -6.1% | -29.6% | -34.8% |
| YTD | -57.2% | -2.0% | -55.2% | -57.7% |
| 1Y | -58.4% | +4.2% | -62.6% | -60.0% |
| 3Y | -24.8% | +14.4% | -39.2% | -32.0% |
| 5Y | +79.3% | +12.3% | +66.9% | +60.5% |
| 10Y | +531.6% | +101.8% | +429.8% | +317.7% |
| All | +531.6% | +115.3% | +416.3% | +317.7% |
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