-65.3%
TEAM vs FICO
+81.4%
-146.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.4% | -15.8% | -16.0% |
| 7D | -19.8% | -0.9% | -18.9% | -19.5% |
| 30D | -21.5% | +3.3% | -24.8% | -23.9% |
| 3M | +39.5% | -31.7% | +71.2% | +62.0% |
| 6M | +73.1% | -34.0% | +107.0% | +102.6% |
| YTD | -5.2% | -58.3% | +53.1% | +41.6% |
| 1Y | -1.6% | -57.9% | +56.4% | +45.6% |
| 3Y | -11.4% | -24.1% | +12.6% | -24.9% |
| All | -65.3% | +81.4% | -146.7% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling