+187.6%
TTMI vs FICO
+5,791.7%
-5,604.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +7.1% |
| 7D | -19.8% | -0.9% | -18.9% | -19.5% |
| 30D | -48.1% | +3.3% | -51.5% | -50.3% |
| 3M | -51.2% | -31.7% | -19.5% | -47.3% |
| 6M | -59.6% | -34.0% | -25.6% | -58.4% |
| YTD | -3.6% | -58.3% | +54.7% | +16.9% |
| 1Y | -2.3% | -57.9% | +55.6% | +17.8% |
| 3Y | +369.4% | -24.1% | +393.4% | +288.3% |
| 5Y | +365.4% | +85.3% | +280.1% | +128.4% |
| 10Y | +413.2% | +520.3% | -107.1% | +19.5% |
| All | +187.6% | +5,791.7% | -5,604.1% | -88.1% |
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