+3,797.0%
FICO vs TRGP
+2,231.3%
+1,565.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.9% |
| 3M | -20.1% | +9.0% | -29.1% | -22.0% |
| 6M | -36.3% | +20.5% | -56.8% | -39.5% |
| YTD | -44.9% | +59.5% | -104.4% | -51.1% |
| 1Y | -38.6% | +77.9% | -116.5% | -47.1% |
| 3Y | +4.0% | +253.6% | -249.6% | -24.5% |
| 5Y | +99.5% | +615.5% | -515.9% | +21.3% |
| 10Y | +604.7% | +897.1% | -292.4% | +220.9% |
| All | +3,797.0% | +2,231.3% | +1,565.7% | +869.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling