+7,716.4%
TPR vs FICO
+8,061.9%
-345.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | +6.3% |
| 7D | -2.3% | -19.2% | +16.9% | +5.0% |
| 30D | -23.0% | -14.6% | -8.4% | -19.7% |
| 3M | -12.5% | -20.1% | +7.6% | -7.9% |
| 6M | -21.4% | -36.3% | +14.9% | -12.2% |
| YTD | -3.5% | -44.9% | +41.3% | +13.4% |
| 1Y | +17.4% | -38.6% | +56.0% | +29.3% |
| 3Y | +291.3% | +4.0% | +287.3% | +224.6% |
| 5Y | +241.9% | +99.5% | +142.4% | +104.3% |
| 10Y | +322.7% | +604.7% | -282.0% | +40.0% |
| All | +7,716.4% | +8,061.9% | -345.4% | +817.3% |
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