+452.5%
TEAM vs FICO
+534.5%
-82.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -19.7% | +4.0% | -23.7% | -21.3% |
| 30D | -26.6% | -1.5% | -25.1% | -26.7% |
| 3M | -1.1% | -29.8% | +28.7% | +12.9% |
| 6M | +74.6% | -33.3% | +107.9% | +102.9% |
| YTD | -6.0% | -56.9% | +50.9% | +36.3% |
| 1Y | -3.2% | -59.5% | +56.2% | +44.6% |
| 3Y | -13.5% | -26.9% | +13.3% | -16.2% |
| 5Y | -65.5% | +92.9% | -158.4% | -81.2% |
| All | +452.5% | +534.5% | -82.0% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling