+320.5%
TMUS vs FICO
+2,498.1%
-2,177.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -16.7% | +13.2% | +1.5% |
| 7D | +0.1% | -19.2% | +19.3% | +6.1% |
| 30D | +5.3% | -14.6% | +19.8% | +9.5% |
| 3M | +3.1% | -20.1% | +23.2% | +8.5% |
| 6M | -16.5% | -36.3% | +19.9% | -7.4% |
| YTD | -9.2% | -44.9% | +35.7% | +4.6% |
| 1Y | -26.5% | -38.6% | +12.1% | -19.5% |
| 3Y | +39.0% | +4.0% | +35.0% | +20.2% |
| 5Y | +40.4% | +99.5% | -59.2% | -9.0% |
| 10Y | +303.7% | +604.7% | -301.0% | +50.8% |
| All | +320.5% | +2,498.1% | -2,177.6% | -22.4% |
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