-8.0%
T vs FICO
-58.5%
+50.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.6% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | -1.7% | +8.4% | -10.1% | -2.2% |
| 3M | -7.3% | -30.5% | +23.2% | -6.5% |
| 6M | -11.2% | -35.7% | +24.5% | -9.6% |
| YTD | -8.1% | -57.2% | +49.1% | -4.6% |
| All | -8.0% | -58.5% | +50.5% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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