+541.4%
FICO vs TXT
+89.4%
+452.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +0.1% | +13.3% | -13.3% | -5.2% |
| 3M | -35.2% | -5.0% | -30.2% | -34.1% |
| 6M | -32.4% | -8.4% | -23.9% | -30.7% |
| YTD | -57.4% | -4.0% | -53.4% | -57.6% |
| 1Y | -58.5% | +2.8% | -61.3% | -59.9% |
| 3Y | -28.9% | +10.3% | -39.1% | -34.7% |
| 5Y | +91.7% | +9.2% | +82.6% | +73.6% |
| All | +541.4% | +89.4% | +452.0% | +318.7% |
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