+392.8%
TTWO vs FICO
+607.5%
-214.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | -15.4% | +13.9% | +2.4% |
| 30D | -13.5% | -10.4% | -3.1% | -11.7% |
| 3M | +0.3% | -22.7% | +23.0% | +5.6% |
| 6M | +0.8% | -36.8% | +37.6% | +10.8% |
| YTD | -16.7% | -44.8% | +28.1% | -5.0% |
| 1Y | -14.3% | -39.3% | +25.1% | -6.4% |
| 3Y | +49.4% | +3.7% | +45.7% | +29.4% |
| 5Y | +33.8% | +101.7% | -68.0% | -11.5% |
| 10Y | +392.8% | +602.8% | -209.9% | +49.7% |
| All | +392.8% | +607.5% | -214.7% | +49.7% |
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