+41.6%
TEL vs FICO
+81.4%
-39.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -4.1% | +3.3% | -7.4% | -5.2% |
| 3M | -3.4% | -31.7% | +28.3% | +0.9% |
| 6M | -3.5% | -34.0% | +30.5% | 0.0% |
| YTD | -8.0% | -58.3% | +50.3% | +4.4% |
| 1Y | -13.7% | -57.9% | +44.2% | -2.4% |
| 3Y | +71.9% | -24.1% | +96.0% | +53.3% |
| All | +41.6% | +81.4% | -39.9% | -7.5% |
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