-76.8%
TE vs FICO
+74.9%
-151.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | +0.9% | -17.4% | -16.6% |
| 7D | -20.3% | -0.3% | -20.0% | -20.3% |
| 30D | -40.0% | +1.7% | -41.7% | -40.2% |
| 3M | -58.3% | -35.2% | -23.1% | -56.4% |
| 6M | -57.3% | -33.7% | -23.6% | -56.7% |
| YTD | -65.9% | -58.2% | -7.7% | -62.4% |
| 1Y | -44.3% | -56.6% | +12.3% | -39.4% |
| 3Y | -36.0% | -24.0% | -12.0% | -39.2% |
| 5Y | -80.1% | +86.1% | -166.2% | -83.7% |
| All | -76.8% | +74.9% | -151.7% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling