+7,919.3%
TPR vs FICO
+6,037.5%
+1,881.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.8% | +4.7% |
| 7D | +12.6% | +0.4% | +12.2% | +12.5% |
| 30D | +7.1% | +1.7% | +5.5% | +5.5% |
| 3M | -19.4% | -33.0% | +13.7% | -11.2% |
| 6M | -9.7% | -33.9% | +24.1% | -2.7% |
| YTD | -1.0% | -58.5% | +57.5% | +24.8% |
| 1Y | +19.3% | -56.4% | +75.7% | +46.9% |
| 3Y | +379.0% | -24.7% | +403.6% | +335.1% |
| 5Y | +239.1% | +83.1% | +156.0% | +99.3% |
| 10Y | +364.0% | +517.2% | -153.2% | +54.9% |
| All | +7,919.3% | +6,037.5% | +1,881.9% | +909.8% |
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