+508.5%
TTD vs FICO
+527.0%
-18.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +21.3% | +2.2% | +19.0% | +19.9% |
| 30D | +28.7% | +0.1% | +28.7% | +27.8% |
| 3M | +7.7% | -35.2% | +42.9% | +32.8% |
| 6M | -23.5% | -32.4% | +8.9% | -11.1% |
| YTD | -58.7% | -57.4% | -1.3% | -35.8% |
| 1Y | -63.4% | -58.5% | -4.9% | -42.3% |
| 3Y | -75.3% | -28.9% | -46.4% | -78.5% |
| 5Y | -84.4% | +91.7% | -176.1% | -94.6% |
| All | +508.5% | +527.0% | -18.5% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling