+129.9%
TLT vs FICO
+2,965.0%
-2,835.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.6% |
| 7D | +1.0% | +0.4% | +0.5% | +1.0% |
| 30D | +6.0% | +1.7% | +4.4% | +6.2% |
| 3M | -0.9% | -33.0% | +32.1% | -2.4% |
| 6M | -2.3% | -33.9% | +31.6% | -3.6% |
| YTD | -3.3% | -58.5% | +55.2% | -6.8% |
| 1Y | -5.6% | -56.4% | +50.8% | -8.7% |
| 3Y | +5.2% | -24.7% | +29.9% | +6.5% |
| 5Y | -33.9% | +83.1% | -117.0% | -27.9% |
| 10Y | -17.8% | +517.2% | -535.0% | +4.2% |
| All | +129.9% | +2,965.0% | -2,835.1% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling