+802.8%
TEAM vs FICO
+920.4%
-117.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -16.7% | +14.1% | +6.3% |
| 7D | -0.4% | -19.2% | +18.7% | +10.6% |
| 30D | +67.3% | -14.6% | +81.9% | +80.7% |
| 3M | +86.8% | -20.1% | +106.9% | +107.5% |
| 6M | +146.8% | -36.3% | +183.1% | +204.3% |
| YTD | +16.9% | -44.9% | +61.8% | +55.7% |
| 1Y | +12.8% | -38.6% | +51.4% | +37.9% |
| 3Y | -7.3% | +4.0% | -11.3% | -22.0% |
| 5Y | -50.7% | +99.5% | -150.2% | -71.8% |
| 10Y | +529.8% | +604.7% | -74.8% | +69.5% |
| All | +802.8% | +920.4% | -117.7% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling