+5,381.8%
TTWO vs FICO
+9,381.5%
-3,999.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +16.9% | +5.0% |
| 7D | -8.8% | -19.2% | +10.4% | -3.6% |
| 30D | -8.6% | -14.6% | +6.0% | -5.3% |
| 3M | -0.9% | -20.1% | +19.2% | +3.5% |
| 6M | -0.5% | -36.3% | +35.8% | +9.3% |
| YTD | -16.1% | -44.9% | +28.7% | -4.2% |
| 1Y | -10.8% | -38.6% | +27.8% | -2.7% |
| 3Y | +51.4% | +4.0% | +47.4% | +35.2% |
| 5Y | +33.7% | +99.5% | -65.8% | -5.5% |
| 10Y | +380.3% | +604.7% | -224.4% | +120.0% |
| All | +5,381.8% | +9,381.5% | -3,999.7% | +892.3% |
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