+12,606.5%
TSM vs FICO
+5,434.4%
+7,172.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.3% |
| 7D | -10.0% | +0.4% | -10.4% | -10.1% |
| 30D | -18.5% | +1.7% | -20.2% | -19.8% |
| 3M | -4.9% | -33.0% | +28.2% | +2.8% |
| 6M | -1.0% | -33.9% | +32.9% | +4.8% |
| YTD | +31.3% | -58.5% | +89.8% | +57.3% |
| 1Y | +36.0% | -56.4% | +92.4% | +59.7% |
| 3Y | +348.7% | -24.7% | +373.4% | +318.8% |
| 5Y | +264.0% | +83.1% | +180.9% | +143.3% |
| 10Y | +1,550.5% | +517.2% | +1,033.3% | +612.0% |
| All | +12,606.5% | +5,434.4% | +7,172.0% | +2,306.3% |
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