+215.8%
TGT vs FICO
+606.0%
-390.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +16.9% | +3.7% |
| 7D | +0.8% | -19.2% | +20.0% | +4.8% |
| 30D | +12.2% | -14.6% | +26.8% | +15.3% |
| 3M | +33.8% | -20.1% | +53.9% | +38.4% |
| 6M | +39.3% | -36.3% | +75.6% | +49.7% |
| YTD | +72.9% | -44.9% | +117.7% | +91.1% |
| 1Y | +84.6% | -38.6% | +123.2% | +97.1% |
| 3Y | +46.2% | +4.0% | +42.2% | +30.0% |
| 5Y | -21.3% | +99.5% | -120.9% | -43.5% |
| All | +215.8% | +606.0% | -390.2% | +46.4% |
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 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