+169.1%
TTMI vs FICO
+5,815.5%
-5,646.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.9% | -16.1% | -15.6% |
| 7D | -29.0% | -0.3% | -28.7% | -28.9% |
| 30D | -53.1% | +1.7% | -54.8% | -54.8% |
| 3M | -52.6% | -35.2% | -17.4% | -47.7% |
| 6M | -61.0% | -33.7% | -27.4% | -60.0% |
| YTD | -9.8% | -58.2% | +48.3% | +9.2% |
| 1Y | -11.2% | -56.6% | +45.4% | +5.4% |
| 3Y | +325.0% | -24.0% | +349.0% | +251.6% |
| 5Y | +335.4% | +86.1% | +249.3% | +113.4% |
| 10Y | +380.1% | +522.8% | -142.7% | +11.6% |
| All | +169.1% | +5,815.5% | -5,646.4% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling