+200.6%
TGT vs FICO
+524.6%
-324.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | +6.6% | -0.8% | +7.4% | +6.5% |
| 3M | +5.2% | -31.3% | +36.5% | +11.2% |
| 6M | +35.3% | -33.9% | +69.3% | +42.6% |
| YTD | +70.3% | -57.6% | +127.9% | +95.3% |
| 1Y | +81.2% | -59.7% | +140.8% | +110.1% |
| 3Y | +66.9% | -28.0% | +95.0% | +59.1% |
| 5Y | -27.2% | +91.0% | -118.1% | -48.7% |
| All | +200.6% | +524.6% | -324.0% | +33.4% |
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