-34.7%
TLT vs FICO
+84.1%
-118.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | +6.0% | +1.7% | +4.3% | +5.8% |
| 3M | -0.9% | -35.2% | +34.3% | +0.8% |
| 6M | -2.6% | -33.7% | +31.1% | -1.4% |
| YTD | -3.1% | -58.2% | +55.0% | +0.6% |
| 1Y | -4.4% | -56.6% | +52.2% | -1.0% |
| 3Y | +5.5% | -24.0% | +29.4% | +2.5% |
| 5Y | -34.7% | +86.1% | -120.8% | -41.0% |
| All | -34.7% | +84.1% | -118.8% | -41.0% |
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 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