+9,348.7%
TMO vs FICO
+78,645.2%
-69,296.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | +4.9% | +3.3% | +1.6% | +3.9% |
| 3M | +19.9% | -31.7% | +51.6% | +25.2% |
| 6M | +47.2% | -34.0% | +81.1% | +53.5% |
| YTD | +20.2% | -58.3% | +78.6% | +34.0% |
| 1Y | +23.2% | -57.9% | +81.1% | +37.0% |
| 3Y | +54.2% | -24.1% | +78.2% | +51.7% |
| 5Y | +14.3% | +85.3% | -71.1% | -4.4% |
| 10Y | +387.6% | +520.3% | -132.7% | +234.1% |
| All | +9,348.7% | +78,645.2% | -69,296.5% | +4,532.2% |
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