+79.8%
TEL vs FICO
-24.1%
+103.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.5% |
| 7D | -0.9% | +0.9% | -1.8% | -1.0% |
| 30D | -0.2% | +9.4% | -9.7% | -1.2% |
| 3M | +2.0% | -30.4% | +32.4% | +4.0% |
| 6M | +6.4% | -35.1% | +41.5% | +8.4% |
| YTD | -3.2% | -56.8% | +53.5% | +3.3% |
| 1Y | -11.2% | -58.4% | +47.2% | -4.6% |
| 3Y | +79.8% | -26.7% | +106.5% | +76.2% |
| All | +79.8% | -24.1% | +103.8% | +76.2% |
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