+16.6%
TMO vs FICO
+3.0%
+13.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | +1.4% |
| 7D | -1.4% | -19.2% | +17.8% | +1.2% |
| 30D | +6.2% | -14.6% | +20.8% | +8.1% |
| 3M | +27.5% | -20.1% | +47.6% | +30.1% |
| 6M | +20.0% | -36.3% | +56.3% | +25.6% |
| YTD | +6.1% | -44.9% | +51.0% | +13.1% |
| 1Y | +25.8% | -38.6% | +64.5% | +31.6% |
| All | +16.6% | +3.0% | +13.6% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling