+449.9%
TTMI vs FICO
+544.0%
-94.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.7% | +10.5% | +12.7% |
| 7D | -1.6% | -0.1% | -1.6% | -1.5% |
| 30D | -37.7% | +8.4% | -46.2% | -39.8% |
| 3M | -45.1% | -30.5% | -14.6% | -42.6% |
| 6M | -52.1% | -35.7% | -16.4% | -51.0% |
| YTD | +9.2% | -57.2% | +66.4% | +25.3% |
| 1Y | +12.9% | -58.4% | +71.3% | +31.1% |
| 3Y | +445.5% | -24.8% | +470.3% | +358.5% |
| 5Y | +427.9% | +79.3% | +348.6% | +185.3% |
| 10Y | +449.9% | +531.6% | -81.8% | +16.8% |
| All | +449.9% | +544.0% | -94.1% | +16.8% |
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