+13,574.0%
TDG vs FICO
+1,743.6%
+11,830.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +4.4% | -0.9% | +5.3% | +4.7% |
| 30D | +9.2% | +3.3% | +5.9% | +6.7% |
| 3M | -5.2% | -31.7% | +26.6% | +4.1% |
| 6M | -2.9% | -34.0% | +31.0% | +5.5% |
| YTD | -10.0% | -58.3% | +48.3% | +14.4% |
| 1Y | -5.9% | -57.9% | +52.1% | +18.8% |
| 3Y | +57.6% | -24.1% | +81.6% | +44.2% |
| 5Y | +116.5% | +85.3% | +31.2% | +28.8% |
| 10Y | +555.1% | +520.3% | +34.8% | +141.5% |
| All | +13,574.0% | +1,743.6% | +11,830.4% | +2,445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling