+333.8%
TMO vs FICO
+647.8%
-314.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.3% | -4.9% | -0.9% |
| 7D | -0.5% | -10.6% | +10.1% | +1.8% |
| 30D | +1.0% | -6.3% | +7.3% | +2.0% |
| 3M | +22.7% | -19.7% | +42.5% | +27.6% |
| 6M | +19.0% | -31.8% | +50.8% | +27.5% |
| YTD | +4.7% | -41.8% | +46.6% | +16.6% |
| 1Y | +26.0% | -36.4% | +62.4% | +35.4% |
| 3Y | +18.0% | +9.3% | +8.7% | +2.4% |
| 5Y | +8.0% | +113.0% | -105.0% | -26.8% |
| 10Y | +333.8% | +665.4% | -331.7% | +81.5% |
| All | +333.8% | +647.8% | -314.0% | +81.5% |
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