-33.3%
TLT vs FICO
+99.8%
-133.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.9% | +1.0% |
| 7D | -0.4% | -19.2% | +18.8% | +0.6% |
| 30D | -0.6% | -14.6% | +14.0% | +0.1% |
| 3M | -2.7% | -20.1% | +17.4% | -2.0% |
| 6M | -5.6% | -36.3% | +30.7% | -3.8% |
| YTD | -2.8% | -44.9% | +42.1% | -0.1% |
| 1Y | -1.4% | -38.6% | +37.2% | +0.3% |
| 3Y | -1.6% | +4.0% | -5.6% | -5.5% |
| All | -33.3% | +99.8% | -133.1% | -39.8% |
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