+15,818.7%
TT vs FICO
+104,095.6%
-88,276.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -16.7% | +17.3% | +4.0% |
| 7D | -0.2% | -19.2% | +18.9% | +3.7% |
| 30D | -7.4% | -14.6% | +7.2% | -5.0% |
| 3M | -3.2% | -20.1% | +16.9% | -0.2% |
| 6M | +1.1% | -36.3% | +37.4% | +7.6% |
| YTD | +15.6% | -44.9% | +60.5% | +26.3% |
| 1Y | +9.2% | -38.6% | +47.8% | +15.6% |
| 3Y | +124.4% | +4.0% | +120.4% | +108.0% |
| 5Y | +138.0% | +99.5% | +38.5% | +88.8% |
| 10Y | +886.4% | +604.7% | +281.7% | +494.9% |
| All | +15,818.7% | +104,095.6% | -88,276.9% | +6,087.8% |
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