+272.0%
TMUS vs FICO
+1,871.4%
-1,599.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +9.0% | -0.3% | +9.3% | +9.1% |
| 30D | -3.2% | +1.7% | -4.9% | -4.2% |
| 3M | -6.9% | -35.2% | +28.3% | +2.6% |
| 6M | -16.4% | -33.7% | +17.2% | -9.6% |
| YTD | -19.6% | -58.2% | +38.5% | -2.0% |
| 1Y | -19.9% | -56.6% | +36.7% | -3.6% |
| 3Y | +14.5% | -24.0% | +38.5% | +6.7% |
| 5Y | +37.7% | +86.1% | -48.4% | -12.4% |
| 10Y | +242.2% | +522.8% | -280.6% | +27.9% |
| All | +272.0% | +1,871.4% | -1,599.5% | -27.3% |
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