+75.6%
TXN vs FICO
-58.2%
+133.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -7.8% | -0.9% | -6.9% | -7.9% |
| 30D | -3.6% | +3.3% | -6.9% | -3.4% |
| 3M | +0.1% | -31.7% | +31.8% | -2.0% |
| 6M | -3.2% | -34.0% | +30.8% | -6.2% |
| YTD | +63.4% | -58.3% | +121.7% | +56.9% |
| 1Y | +75.6% | -57.9% | +133.5% | +69.9% |
| All | +75.6% | -58.2% | +133.8% | +69.9% |
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