+52.8%
TMUS vs FICO
+88.0%
-35.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +8.2% | +4.0% | +4.2% | +7.7% |
| 30D | +13.4% | -1.5% | +14.9% | +13.4% |
| 3M | -3.0% | -29.8% | +26.8% | 0.0% |
| 6M | -8.8% | -33.3% | +24.5% | -5.5% |
| YTD | -13.8% | -56.9% | +43.0% | -6.8% |
| 1Y | -17.1% | -59.5% | +42.4% | -9.7% |
| 3Y | +22.7% | -26.9% | +49.5% | +20.6% |
| 5Y | +52.8% | +92.9% | -40.1% | +20.3% |
| All | +52.8% | +88.0% | -35.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling