+6,009.4%
TGT vs FICO
+78,645.2%
-72,635.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.6% | -0.9% | +3.5% | +2.7% |
| 30D | +5.0% | +3.3% | +1.6% | +4.1% |
| 3M | +8.5% | -31.7% | +40.3% | +13.4% |
| 6M | +23.8% | -34.0% | +57.7% | +29.1% |
| YTD | +66.5% | -58.3% | +124.8% | +84.9% |
| 1Y | +84.9% | -57.9% | +142.8% | +105.0% |
| 3Y | +59.2% | -24.1% | +83.3% | +56.3% |
| 5Y | -27.2% | +85.3% | -112.5% | -39.0% |
| 10Y | +221.5% | +520.3% | -298.8% | +118.6% |
| All | +6,009.4% | +78,645.2% | -72,635.8% | +2,624.0% |
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