+406.5%
TTMI vs FICO
+82.5%
+324.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.2% |
| 7D | -11.5% | +0.9% | -12.4% | -11.5% |
| 30D | -40.3% | +9.4% | -49.8% | -41.0% |
| 3M | -44.5% | -30.4% | -14.1% | -43.6% |
| 6M | -54.1% | -35.1% | -19.0% | -54.3% |
| YTD | +4.7% | -56.8% | +61.5% | +14.0% |
| 1Y | +3.3% | -58.4% | +61.7% | +13.9% |
| 3Y | +407.2% | -26.7% | +433.9% | +336.3% |
| 5Y | +406.5% | +88.0% | +318.5% | +219.9% |
| All | +406.5% | +82.5% | +324.0% | +219.9% |
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 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