+322.0%
TSM vs FICO
-24.3%
+346.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.3% |
| 7D | -7.6% | -0.9% | -6.6% | -7.5% |
| 30D | -20.5% | +3.3% | -23.8% | -20.9% |
| 3M | -10.0% | -31.7% | +21.7% | -8.3% |
| 6M | -10.1% | -34.0% | +23.9% | -9.8% |
| YTD | +24.5% | -58.3% | +82.8% | +36.2% |
| 1Y | +31.2% | -57.9% | +89.1% | +42.7% |
| 3Y | +322.0% | -24.1% | +346.0% | +200.7% |
| All | +322.0% | -24.3% | +346.3% | +200.7% |
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 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