-28.9%
FICO vs TPG
+75.0%
-103.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | +5.0% | -2.8% | +0.4% |
| 30D | +0.1% | +15.7% | -15.6% | -5.4% |
| 3M | -35.2% | -10.6% | -24.6% | -32.9% |
| 6M | -32.4% | +15.9% | -48.3% | -36.5% |
| YTD | -57.4% | -20.6% | -36.8% | -54.6% |
| 1Y | -58.5% | -11.8% | -46.8% | -57.5% |
| 3Y | -28.9% | +71.6% | -100.4% | -36.7% |
| All | -28.9% | +75.0% | -103.9% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling