+57.2%
TXN vs FICO
+99.8%
-42.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.7% | +18.5% | +4.7% |
| 7D | -0.1% | -19.2% | +19.1% | +3.3% |
| 30D | -6.9% | -14.6% | +7.7% | -4.9% |
| 3M | -14.9% | -20.1% | +5.2% | -13.1% |
| 6M | +29.0% | -36.3% | +65.3% | +37.4% |
| YTD | +51.5% | -44.9% | +96.3% | +66.6% |
| 1Y | +41.6% | -38.6% | +80.2% | +49.1% |
| 3Y | +65.8% | +4.0% | +61.8% | +43.0% |
| All | +57.2% | +99.8% | -42.6% | +13.1% |
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