+78,645.2%
FICO vs TXT
+2,193.3%
+76,451.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | -0.9% | -2.5% | +1.6% | -0.1% |
| 30D | +3.3% | +14.4% | -11.1% | -1.5% |
| 3M | -31.7% | -4.9% | -26.8% | -30.8% |
| 6M | -34.0% | -10.2% | -23.8% | -32.2% |
| YTD | -58.3% | -4.1% | -54.2% | -58.4% |
| 1Y | -57.9% | +4.0% | -61.9% | -59.1% |
| 3Y | -24.1% | +8.0% | -32.0% | -28.2% |
| 5Y | +85.3% | +8.4% | +76.9% | +73.3% |
| 10Y | +520.3% | +116.6% | +403.7% | +331.6% |
| All | +78,645.2% | +2,193.3% | +76,451.8% | +31,087.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling