+384.1%
TPR vs FICO
+514.7%
-130.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +6.8% |
| 7D | +13.9% | -0.3% | +14.1% | +13.9% |
| 30D | +14.9% | +1.7% | +13.2% | +13.5% |
| 3M | -15.4% | -35.2% | +19.8% | -7.2% |
| 6M | -4.5% | -33.7% | +29.2% | +1.5% |
| YTD | +6.0% | -58.2% | +64.1% | +30.3% |
| 1Y | +24.3% | -56.6% | +80.9% | +50.3% |
| 3Y | +412.8% | -24.0% | +436.8% | +347.0% |
| 5Y | +258.4% | +86.1% | +172.4% | +91.8% |
| All | +384.1% | +514.7% | -130.6% | +47.7% |
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