-1.4%
TEAM vs FICO
-59.4%
+58.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -2.4% | +2.2% | -4.6% | -3.3% |
| 30D | -26.7% | +0.1% | -26.8% | -27.2% |
| 3M | -9.6% | -35.2% | +25.5% | +6.5% |
| 6M | +86.0% | -32.4% | +118.4% | +113.3% |
| YTD | -7.5% | -57.4% | +49.9% | +24.3% |
| 1Y | -1.4% | -58.5% | +57.2% | +33.4% |
| All | -1.4% | -59.4% | +58.1% | +33.4% |
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