+65.9%
TXN vs FICO
+81.4%
-15.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -7.8% | -0.9% | -6.9% | -7.7% |
| 30D | -3.6% | +3.3% | -6.9% | -4.6% |
| 3M | +0.1% | -31.7% | +31.8% | +4.2% |
| 6M | -3.2% | -34.0% | +30.8% | -0.6% |
| YTD | +63.4% | -58.3% | +121.7% | +84.9% |
| 1Y | +75.6% | -57.9% | +133.5% | +97.9% |
| 3Y | +104.0% | -24.1% | +128.1% | +83.3% |
| All | +65.9% | +81.4% | -15.5% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling