+79.0%
TFC vs FICO
+544.1%
-465.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.2% | +4.0% | -5.2% | -2.3% |
| 30D | +7.8% | -1.5% | +9.3% | +7.7% |
| 3M | -3.0% | -29.8% | +26.8% | +3.8% |
| 6M | +5.8% | -33.3% | +39.1% | +12.9% |
| YTD | +5.3% | -56.9% | +62.2% | +27.0% |
| 1Y | +15.7% | -59.5% | +75.1% | +42.3% |
| 3Y | +94.8% | -26.9% | +121.7% | +81.3% |
| 5Y | 0.0% | +92.9% | -92.9% | -40.4% |
| 10Y | +79.0% | +539.5% | -460.5% | -32.7% |
| All | +79.0% | +544.1% | -465.1% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling