+683.8%
TEL vs FICO
+2,473.6%
-1,789.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +5.8% |
| 7D | +3.0% | -19.2% | +22.1% | +10.5% |
| 30D | -3.9% | -14.6% | +10.7% | +0.6% |
| 3M | -5.1% | -20.1% | +15.0% | 0.0% |
| 6M | +0.6% | -36.3% | +36.9% | +12.9% |
| YTD | -7.3% | -44.9% | +37.6% | +9.1% |
| 1Y | +1.1% | -38.6% | +39.8% | +11.7% |
| 3Y | +63.7% | +4.0% | +59.7% | +34.9% |
| 5Y | +50.7% | +99.5% | -48.9% | -11.3% |
| 10Y | +290.2% | +604.7% | -314.5% | +22.0% |
| All | +683.8% | +2,473.6% | -1,789.7% | -12.6% |
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 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