+499.7%
FICO vs TRGP
+757.5%
-257.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | -0.9% | -16.0% | +15.1% | +3.3% |
| 30D | +3.3% | -6.4% | +9.8% | +4.7% |
| 3M | -31.7% | -1.0% | -30.8% | -31.8% |
| 6M | -34.0% | +7.0% | -40.9% | -35.6% |
| YTD | -58.3% | +46.1% | -104.4% | -62.7% |
| 1Y | -57.9% | +58.7% | -116.6% | -63.2% |
| 3Y | -24.1% | +221.9% | -245.9% | -45.4% |
| 5Y | +85.3% | +419.9% | -334.6% | +16.0% |
| All | +499.7% | +757.5% | -257.8% | +174.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling