+535.2%
TDG vs FICO
+607.5%
-72.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.9% | -15.4% | +14.5% | +4.9% |
| 30D | -6.5% | -10.4% | +3.8% | -3.7% |
| 3M | -5.1% | -22.7% | +17.6% | +2.0% |
| 6M | -11.5% | -36.8% | +25.2% | +1.1% |
| YTD | -13.9% | -44.8% | +30.9% | +3.9% |
| 1Y | -11.5% | -39.3% | +27.9% | -0.2% |
| 3Y | +53.7% | +3.7% | +49.9% | +19.8% |
| 5Y | +135.5% | +101.7% | +33.8% | +18.6% |
| 10Y | +535.2% | +602.8% | -67.6% | +50.7% |
| All | +535.2% | +607.5% | -72.4% | +50.7% |
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