+129.1%
TT vs FICO
+4.8%
+124.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -16.7% | +17.3% | +2.1% |
| 7D | -0.2% | -19.2% | +18.9% | +1.5% |
| 30D | -7.4% | -14.6% | +7.2% | -6.3% |
| 3M | -3.2% | -20.1% | +16.9% | -2.0% |
| 6M | +1.1% | -36.3% | +37.4% | +5.5% |
| YTD | +15.6% | -44.9% | +60.5% | +23.7% |
| 1Y | +9.2% | -38.6% | +47.8% | +13.3% |
| All | +129.1% | +4.8% | +124.3% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling