-1.4%
TFC vs FICO
+84.1%
-85.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | +7.8% | +1.7% | +6.0% | +7.0% |
| 3M | -4.8% | -35.2% | +30.4% | +1.0% |
| 6M | +1.8% | -33.7% | +35.5% | +6.2% |
| YTD | +4.4% | -58.2% | +62.6% | +19.4% |
| 1Y | +18.0% | -56.6% | +74.5% | +33.5% |
| 3Y | +85.2% | -24.0% | +109.2% | +74.0% |
| 5Y | -1.4% | +86.1% | -87.4% | -28.7% |
| All | -1.4% | +84.1% | -85.4% | -28.7% |
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 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