-49.1%
TE vs FICO
-58.5%
+9.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -2.2% |
| 7D | -10.5% | -0.1% | -10.5% | -10.5% |
| 30D | -32.4% | +8.4% | -40.9% | -30.0% |
| 3M | -60.9% | -30.5% | -30.4% | -64.0% |
| 6M | -62.8% | -35.7% | -27.1% | -67.0% |
| YTD | -65.7% | -57.2% | -8.5% | -72.9% |
| All | -49.1% | -58.5% | +9.4% | -60.0% |
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