+13,174.6%
TDG vs FICO
+2,339.4%
+10,835.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.0% | +6.6% |
| 7D | -2.0% | -19.2% | +17.2% | +5.3% |
| 30D | -7.4% | -14.6% | +7.2% | -3.0% |
| 3M | -5.4% | -20.1% | +14.7% | -0.1% |
| 6M | -11.6% | -36.3% | +24.7% | -0.3% |
| YTD | -12.6% | -44.9% | +32.2% | +3.9% |
| 1Y | -9.3% | -38.6% | +29.3% | +1.1% |
| 3Y | +49.2% | +4.0% | +45.2% | +25.4% |
| 5Y | +132.1% | +99.5% | +32.6% | +41.0% |
| 10Y | +544.8% | +604.7% | -59.8% | +134.6% |
| All | +13,174.6% | +2,339.4% | +10,835.2% | +2,211.4% |
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