+19.3%
TPR vs FICO
-57.1%
+76.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.8% | +3.6% |
| 7D | +12.6% | +0.4% | +12.2% | +12.6% |
| 30D | +7.1% | +1.7% | +5.5% | +7.1% |
| 3M | -19.4% | -33.0% | +13.7% | -20.1% |
| 6M | -9.7% | -33.9% | +24.1% | -10.8% |
| YTD | -1.0% | -58.5% | +57.5% | +2.4% |
| 1Y | +19.3% | -56.4% | +75.7% | +24.6% |
| All | +19.3% | -57.1% | +76.5% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling