+84.4%
FICO vs TRGP
+504.4%
-420.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +2.2% | +12.4% | -10.2% | -0.7% |
| 30D | +0.1% | +2.6% | -2.5% | -1.0% |
| 3M | -35.2% | +11.9% | -47.0% | -37.1% |
| 6M | -32.4% | +13.9% | -46.3% | -35.1% |
| YTD | -57.4% | +64.2% | -121.6% | -63.4% |
| 1Y | -58.5% | +78.5% | -137.0% | -65.4% |
| 3Y | -28.9% | +272.9% | -301.8% | -53.2% |
| All | +84.4% | +504.4% | -420.0% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling