+13,634.3%
TSM vs FICO
+7,259.9%
+6,374.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -16.7% | +19.5% | +8.0% |
| 7D | +2.7% | -19.2% | +21.9% | +8.8% |
| 30D | +3.6% | -14.6% | +18.2% | +7.5% |
| 3M | -3.4% | -20.1% | +16.7% | +0.3% |
| 6M | +20.6% | -36.3% | +56.9% | +31.8% |
| YTD | +41.9% | -44.9% | +86.7% | +61.2% |
| 1Y | +84.4% | -38.6% | +123.0% | +98.6% |
| 3Y | +380.2% | +4.0% | +376.2% | +318.6% |
| 5Y | +275.3% | +99.5% | +175.8% | +154.1% |
| 10Y | +1,751.4% | +604.7% | +1,146.7% | +694.6% |
| All | +13,634.3% | +7,259.9% | +6,374.4% | +2,365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling