+125.7%
TT vs FICO
+84.1%
+41.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.5% |
| 7D | -9.0% | -0.3% | -8.7% | -8.9% |
| 30D | -17.6% | +1.7% | -19.3% | -18.3% |
| 3M | -18.7% | -35.2% | +16.5% | -14.7% |
| 6M | -17.4% | -33.7% | +16.2% | -15.0% |
| YTD | +1.5% | -58.2% | +59.7% | +14.4% |
| 1Y | -9.4% | -56.6% | +47.2% | +1.1% |
| 3Y | +85.1% | -24.0% | +109.0% | +66.8% |
| 5Y | +125.7% | +86.1% | +39.7% | +56.3% |
| All | +125.7% | +84.1% | +41.7% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling