-82.3%
TTD vs FICO
+4.8%
-87.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -16.7% | +12.3% | +1.5% |
| 7D | +6.3% | -19.2% | +25.5% | +14.1% |
| 30D | -23.9% | -14.6% | -9.3% | -20.0% |
| 3M | -31.4% | -20.1% | -11.3% | -26.8% |
| 6M | -42.7% | -36.3% | -6.3% | -34.5% |
| YTD | -62.0% | -44.9% | -17.1% | -54.4% |
| 1Y | -72.2% | -38.6% | -33.6% | -68.5% |
| All | -82.3% | +4.8% | -87.1% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling