+366.4%
TTMI vs FICO
+81.4%
+285.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +6.9% |
| 7D | -19.8% | -0.9% | -18.9% | -19.8% |
| 30D | -48.1% | +3.3% | -51.5% | -48.6% |
| 3M | -51.2% | -31.7% | -19.5% | -50.5% |
| 6M | -59.6% | -34.0% | -25.6% | -60.3% |
| YTD | -3.6% | -58.3% | +54.7% | +5.2% |
| 1Y | -2.3% | -57.9% | +55.6% | +6.2% |
| 3Y | +369.4% | -24.1% | +393.4% | +294.5% |
| All | +366.4% | +81.4% | +285.0% | +196.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling