+124.2%
FICO vs TPG
+78.6%
+45.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.9% | +9.3% | +6.9% |
| 7D | -10.6% | -6.5% | -4.1% | -8.2% |
| 30D | -6.3% | +0.1% | -6.4% | -6.3% |
| 3M | -19.7% | +14.5% | -34.3% | -24.6% |
| 6M | -31.8% | +17.3% | -49.1% | -36.8% |
| YTD | -41.8% | -20.5% | -21.3% | -37.2% |
| 1Y | -36.4% | -13.2% | -23.2% | -34.2% |
| 3Y | +9.3% | +87.7% | -78.5% | -22.8% |
| All | +124.2% | +78.6% | +45.6% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling