-38.6%
FICO vs TPG
-6.0%
-32.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.1% | -15.6% | -16.3% |
| 7D | -19.2% | -2.4% | -16.7% | -18.4% |
| 30D | -14.6% | +11.1% | -25.7% | -17.1% |
| 3M | -20.1% | +26.3% | -46.4% | -26.0% |
| 6M | -36.3% | +18.3% | -54.7% | -40.2% |
| YTD | -44.9% | -14.4% | -30.4% | -42.8% |
| 1Y | -38.6% | -6.7% | -31.9% | -38.1% |
| All | -38.6% | -6.0% | -32.6% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling