+1,410.4%
TSM vs FICO
+512.2%
+898.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -7.6% | -0.9% | -6.6% | -7.4% |
| 30D | -20.5% | +3.3% | -23.8% | -22.0% |
| 3M | -10.0% | -31.7% | +21.7% | -3.9% |
| 6M | -10.1% | -34.0% | +23.9% | -5.7% |
| YTD | +24.5% | -58.3% | +82.8% | +48.9% |
| 1Y | +31.2% | -57.9% | +89.1% | +55.7% |
| 3Y | +322.0% | -24.1% | +346.0% | +273.1% |
| 5Y | +245.3% | +85.3% | +159.9% | +102.8% |
| All | +1,410.4% | +512.2% | +898.2% | +430.0% |
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