+5,195.6%
TTWO vs FICO
+7,261.0%
-2,065.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.7% | -6.2% | -4.2% |
| 7D | +8.0% | -0.1% | +8.0% | +7.9% |
| 30D | -2.8% | +8.4% | -11.2% | -5.7% |
| 3M | -15.9% | -30.5% | +14.6% | -10.1% |
| 6M | -5.9% | -35.7% | +29.8% | +1.2% |
| YTD | -19.0% | -57.2% | +38.2% | -3.4% |
| 1Y | -10.6% | -58.4% | +47.8% | +7.3% |
| 3Y | +41.7% | -24.8% | +66.6% | +35.4% |
| 5Y | +11.0% | +79.3% | -68.2% | -21.5% |
| 10Y | +323.3% | +531.6% | -208.4% | +94.2% |
| All | +5,195.6% | +7,261.0% | -2,065.3% | +900.8% |
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