+8,241.0%
TMO vs FICO
+104,095.6%
-95,854.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | +2.0% |
| 7D | -1.4% | -19.2% | +17.8% | +1.9% |
| 30D | +6.2% | -14.6% | +20.8% | +8.6% |
| 3M | +27.5% | -20.1% | +47.6% | +31.0% |
| 6M | +20.0% | -36.3% | +56.3% | +27.0% |
| YTD | +6.1% | -44.9% | +51.0% | +14.8% |
| 1Y | +25.8% | -38.6% | +64.5% | +32.9% |
| 3Y | +11.2% | +4.0% | +7.2% | +5.4% |
| 5Y | +9.6% | +99.5% | -90.0% | -8.1% |
| 10Y | +317.8% | +604.7% | -286.9% | +183.8% |
| All | +8,241.0% | +104,095.6% | -95,854.6% | +3,868.3% |
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