-47.3%
TE vs FICO
+99.8%
-147.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -16.7% | +18.0% | +4.8% |
| 7D | -4.0% | -19.2% | +15.2% | 0.0% |
| 30D | -15.9% | -14.6% | -1.3% | -13.7% |
| 3M | -60.5% | -20.1% | -40.5% | -60.4% |
| 6M | -35.2% | -36.3% | +1.1% | -31.2% |
| YTD | -31.1% | -44.9% | +13.7% | -23.3% |
| 1Y | +148.6% | -38.6% | +187.3% | +158.4% |
| 3Y | -26.4% | +4.0% | -30.4% | -41.5% |
| All | -47.3% | +99.8% | -147.1% | -69.2% |
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