-64.4%
TTD vs FICO
-58.1%
-6.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.0% |
| 7D | +19.9% | +0.9% | +19.0% | +19.6% |
| 30D | +27.6% | +9.4% | +18.2% | +24.1% |
| 3M | +15.2% | -30.4% | +45.6% | +26.2% |
| 6M | -33.2% | -35.1% | +1.9% | -25.6% |
| YTD | -59.4% | -56.8% | -2.6% | -48.9% |
| 1Y | -64.4% | -58.4% | -6.0% | -55.1% |
| All | -64.4% | -58.1% | -6.2% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling