-24.1%
FICO vs TXT
+7.8%
-31.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -0.9% | -2.5% | +1.6% | -0.2% |
| 30D | +3.3% | +14.4% | -11.1% | -0.8% |
| 3M | -31.7% | -4.9% | -26.8% | -31.0% |
| 6M | -34.0% | -10.2% | -23.8% | -32.5% |
| YTD | -58.3% | -4.1% | -54.2% | -58.7% |
| 1Y | -57.9% | +4.0% | -61.9% | -59.6% |
| 3Y | -24.1% | +8.0% | -32.0% | -30.0% |
| All | -24.1% | +7.8% | -31.9% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling