+42.9%
TXN vs FICO
-39.2%
+82.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.2% | -15.4% | +17.6% | +1.3% |
| 30D | -9.5% | -10.4% | +0.9% | -9.9% |
| 3M | -10.5% | -22.7% | +12.2% | -11.6% |
| 6M | +35.4% | -36.8% | +72.1% | +33.5% |
| YTD | +51.8% | -44.8% | +96.5% | +49.9% |
| 1Y | +42.9% | -39.3% | +82.3% | +39.4% |
| All | +42.9% | -39.2% | +82.1% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling