+273.1%
TSM vs FICO
+99.8%
+173.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -16.7% | +19.5% | +6.0% |
| 7D | +2.7% | -19.2% | +21.9% | +6.5% |
| 30D | +3.6% | -14.6% | +18.2% | +6.0% |
| 3M | -3.4% | -20.1% | +16.7% | -1.5% |
| 6M | +20.6% | -36.3% | +56.9% | +29.0% |
| YTD | +41.9% | -44.9% | +86.7% | +57.5% |
| 1Y | +84.4% | -38.6% | +123.0% | +94.1% |
| 3Y | +380.2% | +4.0% | +376.2% | +298.7% |
| All | +273.1% | +99.8% | +173.3% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling