-56.4%
FICO vs TRGP
+89.5%
-145.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -3.2% |
| 7D | +0.4% | -6.5% | +6.9% | +0.4% |
| 30D | +1.7% | -0.4% | +2.1% | +1.5% |
| 3M | -33.0% | +8.8% | -41.9% | -32.7% |
| 6M | -33.9% | +11.0% | -44.9% | -33.6% |
| YTD | -58.5% | +57.4% | -115.9% | -60.2% |
| 1Y | -56.4% | +87.9% | -144.2% | -59.8% |
| All | -56.4% | +89.5% | -145.9% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling