+124.7%
FICO vs TPG
+74.1%
+50.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.9% |
| 7D | +5.7% | -9.4% | +15.1% | +9.8% |
| 30D | -5.6% | -5.3% | -0.4% | -3.5% |
| 3M | -16.9% | +12.9% | -29.8% | -21.4% |
| 6M | -15.4% | +20.1% | -35.5% | -22.5% |
| YTD | -41.7% | -22.5% | -19.2% | -36.4% |
| 1Y | -38.3% | -19.7% | -18.6% | -34.1% |
| 3Y | +8.9% | +81.2% | -72.3% | -21.9% |
| All | +124.7% | +74.1% | +50.5% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling