+2,925.5%
FICO vs TRGP
+2,108.2%
+817.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +1.9% |
| 7D | -0.1% | -7.2% | +7.1% | +1.6% |
| 30D | +8.4% | -4.2% | +12.6% | +9.2% |
| 3M | -30.5% | +7.0% | -37.5% | -31.7% |
| 6M | -35.7% | +11.2% | -47.0% | -37.7% |
| YTD | -57.2% | +51.1% | -108.3% | -61.6% |
| 1Y | -58.4% | +62.0% | -120.4% | -63.3% |
| 3Y | -24.8% | +248.2% | -273.0% | -45.3% |
| 5Y | +79.3% | +432.4% | -353.1% | +16.5% |
| 10Y | +531.6% | +739.5% | -207.9% | +198.1% |
| All | +2,925.5% | +2,108.2% | +817.3% | +661.4% |
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