-58.8%
FICO vs TXT
+4.2%
-63.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.4% |
| 7D | -0.1% | -3.5% | +3.5% | +0.4% |
| 30D | +8.4% | +15.2% | -6.8% | +6.2% |
| 3M | -30.5% | -4.5% | -26.0% | -31.1% |
| 6M | -35.7% | -6.1% | -29.6% | -36.4% |
| YTD | -57.2% | -2.0% | -55.2% | -59.0% |
| All | -58.8% | +4.2% | -63.0% | -62.5% |
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