+14,488.7%
TT vs FICO
+78,251.7%
-63,763.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -1.0% |
| 7D | -8.5% | +0.4% | -8.9% | -8.6% |
| 30D | -12.8% | +1.7% | -14.5% | -13.7% |
| 3M | -12.9% | -33.0% | +20.2% | -8.1% |
| 6M | -15.2% | -33.9% | +18.6% | -11.5% |
| YTD | +6.2% | -58.5% | +64.7% | +20.3% |
| 1Y | -4.5% | -56.4% | +51.8% | +6.9% |
| 3Y | +93.6% | -24.7% | +118.2% | +87.7% |
| 5Y | +141.1% | +83.1% | +58.0% | +90.5% |
| 10Y | +796.8% | +517.2% | +279.6% | +445.3% |
| All | +14,488.7% | +78,251.7% | -63,763.0% | +5,783.6% |
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