-78.9%
TE vs FICO
+80.7%
-159.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.0% | -10.6% | -9.7% |
| 7D | -26.9% | +0.9% | -27.7% | -27.0% |
| 30D | -38.9% | +9.4% | -48.4% | -39.7% |
| 3M | -61.0% | -30.4% | -30.6% | -59.7% |
| 6M | -66.4% | -35.1% | -31.3% | -65.7% |
| YTD | -69.0% | -56.8% | -12.2% | -66.0% |
| 1Y | -54.0% | -58.4% | +4.4% | -49.1% |
| 3Y | +38.0% | -26.7% | +64.7% | +33.1% |
| 5Y | -81.0% | +88.0% | -169.0% | -84.5% |
| All | -78.9% | +80.7% | -159.6% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling