+1,643.1%
TSM vs FICO
+527.0%
+1,116.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +6.2% | +2.2% | +4.0% | +5.6% |
| 30D | -7.3% | +0.1% | -7.3% | -7.9% |
| 3M | -7.1% | -35.2% | +28.0% | +0.9% |
| 6M | +0.2% | -32.4% | +32.6% | +4.5% |
| YTD | +32.2% | -57.4% | +89.6% | +57.2% |
| 1Y | +42.8% | -58.5% | +101.3% | +71.0% |
| 3Y | +330.4% | -28.9% | +359.3% | +292.1% |
| 5Y | +263.9% | +91.7% | +172.2% | +112.0% |
| All | +1,643.1% | +527.0% | +1,116.1% | +528.7% |
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