+338.5%
TTWO vs FICO
+526.9%
-188.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +13.0% | -0.9% | +13.9% | +13.2% |
| 30D | +5.3% | +3.3% | +2.0% | +3.7% |
| 3M | -7.6% | -31.7% | +24.2% | -1.2% |
| 6M | -3.2% | -34.0% | +30.8% | +2.7% |
| YTD | -16.1% | -58.3% | +42.2% | +0.5% |
| 1Y | -14.9% | -57.9% | +43.1% | +1.3% |
| 3Y | +59.9% | -24.1% | +84.0% | +47.3% |
| 5Y | +14.8% | +85.3% | -70.5% | -26.0% |
| All | +338.5% | +526.9% | -188.3% | +23.6% |
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 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