-12.5%
TLT vs FICO
+544.0%
-556.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | +5.1% | +8.4% | -3.3% | +5.0% |
| 3M | -0.2% | -30.5% | +30.3% | +0.1% |
| 6M | -2.9% | -35.7% | +32.8% | -2.6% |
| YTD | -2.7% | -57.2% | +54.5% | -2.1% |
| 1Y | -4.6% | -58.4% | +53.8% | -4.0% |
| 3Y | +6.1% | -24.8% | +30.9% | +6.7% |
| 5Y | -35.1% | +79.3% | -114.4% | -33.9% |
| 10Y | -12.5% | +531.6% | -544.1% | -3.1% |
| All | -12.5% | +544.0% | -556.4% | -3.1% |
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