-34.3%
TLT vs FICO
+81.4%
-115.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +6.2% | +3.3% | +2.8% | +5.9% |
| 3M | +0.1% | -31.7% | +31.8% | +1.5% |
| 6M | -3.0% | -34.0% | +31.0% | -1.7% |
| YTD | -2.7% | -58.3% | +55.6% | +1.0% |
| 1Y | -4.8% | -57.9% | +53.1% | -1.3% |
| 3Y | +6.9% | -24.1% | +31.0% | +3.9% |
| All | -34.3% | +81.4% | -115.8% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling