-51.7%
TE vs FICO
-58.5%
+6.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.8% |
| 7D | -22.0% | +4.0% | -25.9% | -21.0% |
| 30D | -33.6% | -1.5% | -32.1% | -33.6% |
| 3M | -61.1% | -29.8% | -31.3% | -64.0% |
| 6M | -64.7% | -33.3% | -31.5% | -68.3% |
| YTD | -68.1% | -56.9% | -11.2% | -74.5% |
| 1Y | -51.7% | -59.5% | +7.8% | -61.0% |
| All | -51.7% | -58.5% | +6.8% | -61.0% |
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