-34.1%
TE vs FICO
-24.0%
-10.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | +0.9% | -17.4% | -16.5% |
| 7D | -20.3% | -0.3% | -20.0% | -20.3% |
| 30D | -40.0% | +1.7% | -41.7% | -39.9% |
| 3M | -58.3% | -35.2% | -23.1% | -57.6% |
| 6M | -57.3% | -33.7% | -23.6% | -58.0% |
| YTD | -65.9% | -58.2% | -7.7% | -62.9% |
| 1Y | -44.3% | -56.6% | +12.3% | -40.6% |
| All | -34.1% | -24.0% | -10.1% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling