+26.0%
TMO vs FICO
-36.4%
+62.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.3% | -4.9% | -0.1% |
| 7D | -0.5% | -10.6% | +10.1% | +0.5% |
| 30D | +1.0% | -6.3% | +7.3% | +1.5% |
| 3M | +22.7% | -19.7% | +42.5% | +24.6% |
| 6M | +19.0% | -31.8% | +50.8% | +22.3% |
| YTD | +4.7% | -41.8% | +46.6% | +8.8% |
| 1Y | +26.0% | -36.4% | +62.4% | +31.8% |
| All | +26.0% | -36.4% | +62.4% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling