+397.5%
TTWO vs FICO
+534.5%
-137.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +10.7% | +4.0% | +6.8% | +9.7% |
| 30D | +10.8% | -1.5% | +12.3% | +10.7% |
| 3M | -7.7% | -29.8% | +22.1% | -2.0% |
| 6M | +4.4% | -33.3% | +37.7% | +10.7% |
| YTD | -9.7% | -56.9% | +47.2% | +7.2% |
| 1Y | -3.9% | -59.5% | +55.6% | +15.9% |
| 3Y | +56.4% | -26.9% | +83.3% | +46.5% |
| 5Y | +24.6% | +92.9% | -68.4% | -20.4% |
| All | +397.5% | +534.5% | -137.0% | +44.0% |
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