+1,320.5%
TSM vs FICO
+514.7%
+805.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.9% | -11.7% | -11.0% |
| 7D | -18.2% | -0.3% | -18.0% | -18.2% |
| 30D | -26.8% | +1.7% | -28.5% | -27.8% |
| 3M | -14.5% | -35.2% | +20.7% | -7.3% |
| 6M | -10.0% | -33.7% | +23.6% | -5.8% |
| YTD | +17.1% | -58.2% | +75.3% | +39.9% |
| 1Y | +21.5% | -56.6% | +78.1% | +42.6% |
| 3Y | +300.4% | -24.0% | +324.3% | +254.1% |
| 5Y | +224.7% | +86.1% | +138.7% | +90.6% |
| All | +1,320.5% | +514.7% | +805.8% | +398.0% |
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