-79.7%
TE vs FICO
+81.4%
-161.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -12.6% | -0.9% | -11.7% | -12.5% |
| 30D | -36.7% | +3.3% | -40.1% | -37.3% |
| 3M | -57.5% | -31.7% | -25.8% | -55.2% |
| 6M | -55.2% | -34.0% | -21.2% | -54.4% |
| YTD | -64.7% | -58.3% | -6.3% | -59.1% |
| 1Y | -35.9% | -57.9% | +22.1% | -26.3% |
| 3Y | -31.8% | -24.1% | -7.7% | -43.8% |
| All | -79.7% | +81.4% | -161.1% | -88.6% |
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