-1.1%
TFC vs FICO
+81.4%
-82.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.5% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +9.2% | +8.4% | +0.7% | +7.2% |
| 3M | -2.9% | -30.5% | +27.6% | +1.7% |
| 6M | +3.5% | -35.7% | +39.2% | +8.8% |
| YTD | +5.4% | -57.2% | +62.6% | +20.1% |
| 1Y | +17.3% | -58.4% | +75.7% | +34.4% |
| 3Y | +96.7% | -24.8% | +121.5% | +85.9% |
| 5Y | -1.1% | +79.3% | -80.4% | -27.6% |
| All | -1.1% | +81.4% | -82.5% | -27.6% |
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 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