+2,700.2%
TFC vs FICO
+104,095.6%
-101,395.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +3.4% |
| 7D | +2.4% | -19.2% | +21.6% | +6.5% |
| 30D | -1.3% | -14.6% | +13.3% | +1.3% |
| 3M | +6.1% | -20.1% | +26.2% | +9.5% |
| 6M | +7.3% | -36.3% | +43.7% | +14.7% |
| YTD | +8.2% | -44.9% | +53.1% | +18.7% |
| 1Y | +14.4% | -38.6% | +53.1% | +21.8% |
| 3Y | +93.7% | +4.0% | +89.7% | +81.1% |
| 5Y | +16.4% | +99.5% | -83.1% | -6.7% |
| 10Y | +101.6% | +604.7% | -503.1% | +25.7% |
| All | +2,700.2% | +104,095.6% | -101,395.4% | +1,042.5% |
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