+9,714.1%
TMO vs FICO
+80,792.2%
-71,078.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.7% | +1.1% | +3.4% |
| 7D | +5.7% | -0.1% | +5.8% | +5.7% |
| 30D | +9.7% | +8.4% | +1.3% | +7.8% |
| 3M | +21.6% | -30.5% | +52.1% | +26.6% |
| 6M | +55.5% | -35.7% | +91.2% | +62.9% |
| YTD | +24.9% | -57.2% | +82.1% | +38.6% |
| 1Y | +26.5% | -58.4% | +84.9% | +41.0% |
| 3Y | +64.0% | -24.8% | +88.8% | +61.7% |
| 5Y | +18.3% | +79.3% | -60.9% | -0.4% |
| 10Y | +388.2% | +531.6% | -143.4% | +233.5% |
| All | +9,714.1% | +80,792.2% | -71,078.1% | +4,691.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling