+101.7%
FICO vs TRGP
+621.9%
-520.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.4% |
| 7D | -19.2% | +0.8% | -20.0% | -19.3% |
| 30D | -14.6% | +11.5% | -26.1% | -17.0% |
| 3M | -20.1% | +9.0% | -29.1% | -22.2% |
| 6M | -36.3% | +20.5% | -56.8% | -40.0% |
| YTD | -44.9% | +59.5% | -104.4% | -52.3% |
| 1Y | -38.6% | +77.9% | -116.5% | -48.9% |
| 3Y | +4.0% | +253.6% | -249.6% | -30.7% |
| All | +101.7% | +621.9% | -520.2% | +9.0% |
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