+604.5%
TDG vs FICO
+527.0%
+77.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +1.7% | +2.2% | -0.5% | +0.9% |
| 30D | +9.7% | +0.1% | +9.6% | +8.9% |
| 3M | -2.3% | -35.2% | +32.8% | +10.0% |
| 6M | +1.3% | -32.4% | +33.7% | +9.3% |
| YTD | -8.5% | -57.4% | +48.9% | +17.4% |
| 1Y | -8.1% | -58.5% | +50.4% | +19.0% |
| 3Y | +43.4% | -28.9% | +72.2% | +27.2% |
| 5Y | +127.8% | +91.7% | +36.1% | +7.3% |
| All | +604.5% | +527.0% | +77.5% | +65.6% |
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