+210.0%
TGT vs FICO
+544.1%
-334.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.5% | +4.0% | -3.5% | -0.3% |
| 30D | +6.7% | -1.5% | +8.2% | +6.7% |
| 3M | +8.4% | -29.8% | +38.2% | +14.1% |
| 6M | +40.7% | -33.3% | +74.0% | +48.0% |
| YTD | +72.2% | -56.9% | +129.1% | +96.9% |
| 1Y | +86.2% | -59.5% | +145.6% | +115.8% |
| 3Y | +68.8% | -26.9% | +95.7% | +60.4% |
| 5Y | -25.2% | +92.9% | -118.1% | -47.4% |
| 10Y | +210.0% | +539.5% | -329.5% | +40.9% |
| All | +210.0% | +544.1% | -334.1% | +40.9% |
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