+596.2%
TDG vs FICO
+524.6%
+71.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.8% |
| 7D | +1.2% | +1.4% | -0.2% | +0.7% |
| 30D | +8.1% | -0.8% | +8.9% | +7.7% |
| 3M | -2.6% | -31.3% | +28.7% | +7.0% |
| 6M | +1.0% | -33.9% | +34.9% | +10.0% |
| YTD | -9.5% | -57.6% | +48.0% | +16.2% |
| 1Y | -8.0% | -59.7% | +51.6% | +20.5% |
| 3Y | +41.8% | -28.0% | +69.8% | +24.9% |
| 5Y | +125.1% | +91.0% | +34.1% | +6.2% |
| All | +596.2% | +524.6% | +71.6% | +63.9% |
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 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