+5.6%
TEAM vs FICO
-24.0%
+29.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.8% |
| 7D | -10.2% | -0.3% | -9.9% | -10.2% |
| 30D | -5.5% | +1.7% | -7.2% | -7.1% |
| 3M | +61.7% | -35.2% | +96.9% | +86.1% |
| 6M | +98.5% | -33.7% | +132.1% | +125.8% |
| YTD | +13.0% | -58.2% | +71.2% | +51.6% |
| 1Y | +13.5% | -56.6% | +70.1% | +49.7% |
| All | +5.6% | -24.0% | +29.6% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling