-5.8%
TLT vs FICO
-58.1%
+52.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | -0.3% | +0.9% | -1.2% | -0.3% |
| 30D | +3.7% | +9.4% | -5.7% | +3.4% |
| 3M | -0.7% | -30.4% | +29.7% | -0.1% |
| 6M | -4.2% | -35.1% | +30.9% | -3.7% |
| YTD | -4.0% | -56.8% | +52.8% | -1.2% |
| 1Y | -5.8% | -58.4% | +52.6% | -3.0% |
| All | -5.8% | -58.1% | +52.3% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling