+733.5%
TT vs FICO
+514.7%
+218.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.6% |
| 7D | -9.0% | -0.3% | -8.7% | -8.9% |
| 30D | -17.6% | +1.7% | -19.3% | -18.7% |
| 3M | -18.7% | -35.2% | +16.5% | -12.6% |
| 6M | -17.4% | -33.7% | +16.2% | -13.4% |
| YTD | +1.5% | -58.2% | +59.7% | +19.2% |
| 1Y | -9.4% | -56.6% | +47.2% | +4.9% |
| 3Y | +85.1% | -24.0% | +109.0% | +67.9% |
| 5Y | +125.7% | +86.1% | +39.7% | +43.7% |
| All | +733.5% | +514.7% | +218.8% | +210.7% |
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