+9.4%
TMO vs FICO
+99.8%
-90.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | +2.4% |
| 7D | -1.4% | -19.2% | +17.8% | +2.4% |
| 30D | +6.2% | -14.6% | +20.8% | +9.0% |
| 3M | +27.5% | -20.1% | +47.6% | +31.5% |
| 6M | +20.0% | -36.3% | +56.3% | +28.6% |
| YTD | +6.1% | -44.9% | +51.0% | +17.0% |
| 1Y | +25.8% | -38.6% | +64.5% | +34.3% |
| 3Y | +11.2% | +4.0% | +7.2% | -2.3% |
| All | +9.4% | +99.8% | -90.4% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling