+396.7%
TTMI vs FICO
+512.2%
-115.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +7.0% |
| 7D | -19.8% | -0.9% | -18.9% | -19.7% |
| 30D | -48.1% | +3.3% | -51.5% | -49.4% |
| 3M | -51.2% | -31.7% | -19.5% | -48.9% |
| 6M | -59.6% | -34.0% | -25.6% | -59.3% |
| YTD | -3.6% | -58.3% | +54.7% | +11.2% |
| 1Y | -2.3% | -57.9% | +55.6% | +12.2% |
| 3Y | +369.4% | -24.1% | +393.4% | +290.0% |
| 5Y | +365.4% | +85.3% | +280.1% | +145.3% |
| All | +396.7% | +512.2% | -115.5% | +8.9% |
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