-57.9%
FICO vs TRGP
+64.3%
-122.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.5% |
| 7D | -0.9% | -16.0% | +15.1% | -1.3% |
| 30D | +3.3% | -6.4% | +9.8% | +3.0% |
| 3M | -31.7% | -1.0% | -30.8% | -31.5% |
| 6M | -34.0% | +7.0% | -40.9% | -33.1% |
| YTD | -58.3% | +46.1% | -104.4% | -58.6% |
| 1Y | -57.9% | +58.7% | -116.6% | -58.5% |
| All | -57.9% | +64.3% | -122.2% | -58.5% |
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