+455.6%
TXN vs FICO
+544.0%
-88.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.7% | +3.9% | +5.9% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +4.7% | +8.4% | -3.7% | +1.4% |
| 3M | +3.9% | -30.5% | +34.4% | +10.9% |
| 6M | +3.8% | -35.7% | +39.5% | +10.6% |
| YTD | +74.2% | -57.2% | +131.4% | +109.1% |
| 1Y | +88.2% | -58.4% | +146.6% | +127.8% |
| 3Y | +124.0% | -24.8% | +148.8% | +98.7% |
| 5Y | +78.4% | +79.3% | -0.9% | +2.2% |
| 10Y | +455.6% | +531.6% | -76.1% | +61.6% |
| All | +455.6% | +544.0% | -88.4% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling