+46.0%
F vs TPG
+75.0%
-29.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.1% | +5.0% | -8.1% | -4.7% |
| 30D | 0.0% | +15.7% | -15.6% | -4.8% |
| 3M | -13.2% | -10.6% | -2.6% | -10.4% |
| 6M | -10.2% | +15.9% | -26.1% | -15.3% |
| YTD | -4.9% | -20.6% | +15.7% | +1.6% |
| 1Y | -6.1% | -11.8% | +5.7% | -3.9% |
| 3Y | +46.0% | +71.6% | -25.6% | -9.4% |
| All | +46.0% | +75.0% | -29.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 3y: compounded portfolio wealth divided by compounded TPG 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…
3y analysis · Full analysis span regression · 6 months rolling