+1,672.6%
TSM vs FICO
+524.6%
+1,148.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +14.8% | +1.4% | +13.4% | +14.4% |
| 30D | -8.9% | -0.8% | -8.1% | -9.3% |
| 3M | -5.3% | -31.3% | +26.0% | +1.1% |
| 6M | +2.6% | -33.9% | +36.5% | +7.7% |
| YTD | +34.5% | -57.6% | +92.0% | +60.1% |
| 1Y | +41.0% | -59.7% | +100.7% | +70.4% |
| 3Y | +333.1% | -28.0% | +361.1% | +292.5% |
| 5Y | +270.1% | +91.0% | +179.1% | +115.8% |
| All | +1,672.6% | +524.6% | +1,148.1% | +540.0% |
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