-84.3%
TE vs FICO
+91.4%
-175.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -19.1% | +2.2% | -21.3% | -19.4% |
| 30D | -34.1% | +0.1% | -34.2% | -34.2% |
| 3M | -60.1% | -35.2% | -25.0% | -57.5% |
| 6M | -66.0% | -32.4% | -33.6% | -65.5% |
| YTD | -71.4% | -57.4% | -14.0% | -67.1% |
| 1Y | -45.3% | -58.5% | +13.3% | -36.6% |
| 3Y | +9.1% | -28.9% | +38.0% | -5.2% |
| All | -84.3% | +91.4% | -175.8% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling