+396.5%
TTMI vs FICO
+527.0%
-130.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | +11.4% | +2.2% | +9.2% | +10.9% |
| 30D | -28.3% | +0.1% | -28.4% | -29.0% |
| 3M | -46.7% | -35.2% | -11.5% | -43.1% |
| 6M | -56.1% | -32.4% | -23.8% | -55.8% |
| YTD | +7.4% | -57.4% | +64.8% | +23.4% |
| 1Y | +17.4% | -58.5% | +75.9% | +36.3% |
| 3Y | +429.1% | -28.9% | +458.0% | +355.1% |
| 5Y | +418.8% | +91.7% | +327.1% | +170.7% |
| All | +396.5% | +527.0% | -130.5% | -0.8% |
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