+96.6%
TFC vs FICO
+4.8%
+91.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +2.3% |
| 7D | +2.4% | -19.2% | +21.6% | +5.1% |
| 30D | -1.3% | -14.6% | +13.3% | +0.4% |
| 3M | +6.1% | -20.1% | +26.2% | +8.3% |
| 6M | +7.3% | -36.3% | +43.7% | +13.3% |
| YTD | +8.2% | -44.9% | +53.1% | +16.9% |
| 1Y | +14.4% | -38.6% | +53.1% | +20.3% |
| All | +96.6% | +4.8% | +91.8% | +92.4% |
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