+78,963.7%
FICO vs TXT
+2,239.7%
+76,724.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | -0.3% | -2.5% | +2.3% | +0.6% |
| 30D | +1.7% | +12.8% | -11.1% | -2.6% |
| 3M | -35.2% | -3.6% | -31.6% | -34.6% |
| 6M | -33.7% | -6.9% | -26.7% | -32.7% |
| YTD | -58.2% | -2.2% | -56.0% | -58.5% |
| 1Y | -56.6% | +6.3% | -62.9% | -58.1% |
| 3Y | -24.0% | +10.3% | -34.2% | -28.6% |
| 5Y | +86.1% | +10.6% | +75.4% | +72.8% |
| 10Y | +522.8% | +121.0% | +401.8% | +330.4% |
| All | +78,963.7% | +2,239.7% | +76,724.0% | +31,005.1% |
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