-76.7%
TE vs FICO
+79.0%
-155.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.3% |
| 7D | -10.5% | -0.1% | -10.5% | -10.6% |
| 30D | -32.4% | +8.4% | -40.9% | -33.2% |
| 3M | -60.9% | -30.5% | -30.4% | -59.5% |
| 6M | -62.8% | -35.7% | -27.1% | -62.0% |
| YTD | -65.7% | -57.2% | -8.5% | -62.3% |
| 1Y | -39.9% | -58.4% | +18.5% | -33.6% |
| 3Y | +10.6% | -24.8% | +35.4% | +5.8% |
| 5Y | -79.7% | +79.3% | -158.9% | -83.4% |
| All | -76.7% | +79.0% | -155.6% | -81.3% |
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