-6.6%
TEAM vs FICO
-58.1%
+51.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.0% | -4.4% |
| 7D | -22.2% | +0.9% | -23.1% | -22.5% |
| 30D | -28.1% | +9.4% | -37.6% | -31.4% |
| 3M | -2.2% | -30.4% | +28.2% | +11.2% |
| 6M | +62.2% | -35.1% | +97.3% | +90.2% |
| YTD | -8.4% | -56.8% | +48.4% | +22.3% |
| 1Y | -6.6% | -58.4% | +51.8% | +25.4% |
| All | -6.6% | -58.1% | +51.5% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling