+602.8%
FICO vs TXT
+94.9%
+507.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.5% |
| 7D | -19.2% | -4.8% | -14.4% | -17.6% |
| 30D | -14.6% | -10.6% | -4.0% | -10.7% |
| 3M | -20.1% | -13.2% | -6.9% | -16.0% |
| 6M | -36.3% | -20.3% | -16.0% | -31.0% |
| YTD | -44.9% | -9.3% | -35.6% | -43.6% |
| 1Y | -38.6% | -2.7% | -35.9% | -39.2% |
| 3Y | +4.0% | +1.4% | +2.6% | -1.0% |
| 5Y | +99.5% | +9.6% | +90.0% | +80.6% |
| All | +602.8% | +94.9% | +507.9% | +337.4% |
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