+64.2%
FICO vs TPG
+78.3%
-14.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | +5.0% | -2.8% | +0.2% |
| 30D | +0.1% | +15.7% | -15.6% | -6.0% |
| 3M | -35.2% | -10.6% | -24.6% | -32.5% |
| 6M | -32.4% | +15.9% | -48.3% | -37.1% |
| YTD | -57.4% | -20.6% | -36.8% | -54.2% |
| 1Y | -58.5% | -11.8% | -46.8% | -57.4% |
| 3Y | -28.9% | +71.6% | -100.4% | -47.8% |
| All | +64.2% | +78.3% | -14.1% | +12.5% |
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