+13,847.2%
TT vs FICO
+78,963.7%
-65,116.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.5% |
| 3M | -18.7% | -35.2% | +16.5% | -13.6% |
| 6M | -17.4% | -33.7% | +16.2% | -13.8% |
| YTD | +1.5% | -58.2% | +59.7% | +14.8% |
| 1Y | -9.4% | -56.6% | +47.2% | +1.6% |
| 3Y | +85.1% | -24.0% | +109.0% | +79.1% |
| 5Y | +125.7% | +86.1% | +39.7% | +77.8% |
| 10Y | +757.3% | +522.8% | +234.5% | +420.3% |
| All | +13,847.2% | +78,963.7% | -65,116.5% | +5,514.4% |
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