+3.7%
FICO vs TPG
+98.7%
-95.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.3% |
| 7D | -15.4% | -2.9% | -12.6% | -14.5% |
| 30D | -10.4% | +5.0% | -15.4% | -11.7% |
| 3M | -22.7% | +24.9% | -47.6% | -29.0% |
| 6M | -36.8% | +21.1% | -57.8% | -41.5% |
| YTD | -44.8% | -17.3% | -27.5% | -41.6% |
| 1Y | -39.3% | -9.8% | -29.5% | -38.2% |
| 3Y | +3.7% | +95.4% | -91.7% | -22.9% |
| All | +3.7% | +98.7% | -95.0% | -22.9% |
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