+464.6%
TTD vs FICO
+512.2%
-47.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +5.2% | -0.9% | +6.1% | +5.7% |
| 30D | +6.9% | +3.3% | +3.6% | +2.9% |
| 3M | -26.8% | -31.7% | +4.9% | -13.3% |
| 6M | -46.1% | -34.0% | -12.2% | -36.7% |
| YTD | -65.9% | -58.3% | -7.6% | -46.4% |
| 1Y | -71.8% | -57.9% | -13.9% | -56.4% |
| 3Y | -83.3% | -24.1% | -59.3% | -86.5% |
| 5Y | -81.1% | +85.3% | -166.4% | -93.2% |
| All | +464.6% | +512.2% | -47.6% | -14.6% |
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 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