+51.8%
TTWO vs FICO
-27.8%
+79.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +6.0% | +2.2% | +3.8% | +5.8% |
| 30D | +13.2% | +0.1% | +13.1% | +13.0% |
| 3M | -5.8% | -35.2% | +29.3% | -1.8% |
| 6M | +0.4% | -32.4% | +32.7% | +3.1% |
| YTD | -11.0% | -57.4% | +46.4% | -2.5% |
| 1Y | -4.1% | -58.5% | +54.4% | +5.4% |
| 3Y | +51.8% | -28.9% | +80.6% | +52.2% |
| All | +51.8% | -27.8% | +79.6% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling