+325.6%
TTD vs FICO
+454.1%
-128.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.7% |
| 7D | -1.9% | -0.3% | -1.7% | -1.9% |
| 30D | +7.5% | +1.7% | +5.7% | +4.5% |
| 3M | -32.4% | -35.2% | +2.8% | -16.9% |
| 6M | -47.9% | -33.7% | -14.3% | -39.0% |
| YTD | -66.3% | -58.2% | -8.1% | -47.0% |
| 1Y | -73.1% | -56.6% | -16.6% | -59.4% |
| 3Y | -83.8% | -24.0% | -59.8% | -86.9% |
| 5Y | -81.3% | +86.1% | -167.4% | -93.3% |
| 10Y | +436.7% | +522.8% | -86.1% | -27.4% |
| All | +325.6% | +454.1% | -128.6% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling