+373.1%
TSM vs FICO
+4.8%
+368.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -16.7% | +19.5% | +4.4% |
| 7D | +2.7% | -19.2% | +21.9% | +4.6% |
| 30D | +3.6% | -14.6% | +18.2% | +4.8% |
| 3M | -3.4% | -20.1% | +16.7% | -2.9% |
| 6M | +20.6% | -36.3% | +56.9% | +26.2% |
| YTD | +41.9% | -44.9% | +86.7% | +53.3% |
| 1Y | +84.4% | -38.6% | +123.0% | +89.9% |
| All | +373.1% | +4.8% | +368.3% | +261.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling