+235.4%
TMUS vs FICO
+514.7%
-279.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +9.0% | -0.3% | +9.3% | +9.1% |
| 30D | -3.2% | +1.7% | -4.9% | -3.9% |
| 3M | -6.9% | -35.2% | +28.3% | +0.3% |
| 6M | -16.4% | -33.7% | +17.2% | -11.1% |
| YTD | -19.6% | -58.2% | +38.5% | -6.2% |
| 1Y | -19.9% | -56.6% | +36.7% | -7.5% |
| 3Y | +14.5% | -24.0% | +38.5% | +6.7% |
| 5Y | +37.7% | +86.1% | -48.4% | -9.7% |
| All | +235.4% | +514.7% | -279.2% | +24.7% |
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