+238.4%
TMUS vs FICO
+512.2%
-273.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | -3.4% | +3.3% | -6.7% | -4.4% |
| 3M | -9.5% | -31.7% | +22.3% | -3.5% |
| 6M | -15.2% | -34.0% | +18.8% | -9.7% |
| YTD | -18.9% | -58.3% | +39.4% | -5.3% |
| 1Y | -17.7% | -57.9% | +40.2% | -4.2% |
| 3Y | +15.6% | -24.1% | +39.7% | +7.8% |
| 5Y | +38.9% | +85.3% | -46.4% | -8.8% |
| All | +238.4% | +512.2% | -273.8% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling