+753.3%
TT vs FICO
+512.2%
+241.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | -14.0% | +3.3% | -17.4% | -15.4% |
| 3M | -15.9% | -31.7% | +15.9% | -10.8% |
| 6M | -17.3% | -34.0% | +16.6% | -13.2% |
| YTD | +4.0% | -58.3% | +62.3% | +22.1% |
| 1Y | -7.1% | -57.9% | +50.8% | +8.6% |
| 3Y | +90.2% | -24.1% | +114.3% | +72.6% |
| 5Y | +131.1% | +85.3% | +45.8% | +47.3% |
| All | +753.3% | +512.2% | +241.1% | +218.3% |
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