+14,122.2%
TDG vs FICO
+1,807.2%
+12,315.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +2.3% | +4.0% | -1.7% | +0.9% |
| 30D | +11.2% | -1.5% | +12.7% | +11.0% |
| 3M | +0.2% | -29.8% | +30.0% | +9.0% |
| 6M | +3.9% | -33.3% | +37.1% | +12.6% |
| YTD | -6.4% | -56.9% | +50.5% | +17.5% |
| 1Y | -3.8% | -59.5% | +55.7% | +23.5% |
| 3Y | +46.8% | -26.9% | +73.6% | +36.7% |
| 5Y | +128.3% | +92.9% | +35.4% | +33.9% |
| 10Y | +569.3% | +539.5% | +29.8% | +144.1% |
| All | +14,122.2% | +1,807.2% | +12,315.0% | +2,515.9% |
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