+11,237.1%
TSM vs FICO
+5,484.7%
+5,752.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.9% | -11.7% | -11.0% |
| 7D | -18.2% | -0.3% | -18.0% | -18.2% |
| 30D | -26.8% | +1.7% | -28.5% | -28.0% |
| 3M | -14.5% | -35.2% | +20.7% | -6.6% |
| 6M | -10.0% | -33.7% | +23.6% | -4.9% |
| YTD | +17.1% | -58.2% | +75.3% | +40.0% |
| 1Y | +21.5% | -56.6% | +78.1% | +42.9% |
| 3Y | +300.4% | -24.0% | +324.3% | +272.6% |
| 5Y | +224.7% | +86.1% | +138.7% | +115.9% |
| 10Y | +1,372.7% | +522.8% | +849.8% | +533.4% |
| All | +11,237.1% | +5,484.7% | +5,752.4% | +2,040.5% |
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