+386.1%
TMO vs FICO
+524.6%
-138.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.2% |
| 7D | +3.3% | +1.4% | +1.9% | +3.0% |
| 30D | +5.5% | -0.8% | +6.3% | +5.2% |
| 3M | +16.1% | -31.3% | +47.4% | +23.4% |
| 6M | +52.6% | -33.9% | +86.5% | +61.8% |
| YTD | +21.0% | -57.6% | +78.6% | +42.0% |
| 1Y | +19.4% | -59.7% | +79.0% | +41.8% |
| 3Y | +57.5% | -28.0% | +85.5% | +49.3% |
| 5Y | +11.7% | +91.0% | -79.3% | -25.1% |
| All | +386.1% | +524.6% | -138.5% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling