+51.6%
TEL vs FICO
+99.8%
-48.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +2.6% |
| 7D | +3.0% | -19.2% | +22.1% | +6.6% |
| 30D | -3.9% | -14.6% | +10.7% | -1.7% |
| 3M | -5.1% | -20.1% | +15.0% | -2.6% |
| 6M | +0.6% | -36.3% | +36.9% | +7.4% |
| YTD | -7.3% | -44.9% | +37.6% | +2.1% |
| 1Y | +1.1% | -38.6% | +39.8% | +7.1% |
| 3Y | +63.7% | +4.0% | +59.7% | +39.4% |
| All | +51.6% | +99.8% | -48.2% | +8.3% |
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