+172.6%
TTMI vs FICO
-39.1%
+211.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -16.7% | +25.5% | +3.0% |
| 7D | +5.9% | -19.2% | +25.0% | -0.8% |
| 30D | -4.3% | -14.6% | +10.3% | -8.2% |
| 3M | -32.0% | -20.1% | -12.0% | -35.8% |
| 6M | +19.5% | -36.3% | +55.8% | +15.4% |
| YTD | +82.0% | -44.9% | +126.9% | +79.8% |
| 1Y | +172.6% | -38.6% | +211.3% | +167.3% |
| All | +172.6% | -39.1% | +211.7% | +167.3% |
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