+527.9%
TTD vs FICO
+544.1%
-16.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.9% | +3.8% |
| 7D | +20.8% | +4.0% | +16.8% | +18.1% |
| 30D | +33.8% | -1.5% | +35.3% | +34.2% |
| 3M | +17.8% | -29.8% | +47.6% | +37.8% |
| 6M | -25.7% | -33.3% | +7.5% | -12.8% |
| YTD | -57.9% | -56.9% | -1.0% | -35.1% |
| 1Y | -63.8% | -59.5% | -4.4% | -42.0% |
| 3Y | -75.0% | -26.9% | -48.2% | -78.7% |
| 5Y | -82.5% | +92.9% | -175.5% | -94.0% |
| 10Y | +527.9% | +539.5% | -11.6% | -7.4% |
| All | +527.9% | +544.1% | -16.2% | -7.4% |
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 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