-20.7%
F vs TPG
+92.2%
-113.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.9% |
| 7D | +5.3% | -2.4% | +7.8% | +6.4% |
| 30D | +4.6% | +11.1% | -6.5% | -0.2% |
| 3M | -3.7% | +26.3% | -29.9% | -13.4% |
| 6M | +16.8% | +18.3% | -1.5% | +7.2% |
| YTD | +15.3% | -14.4% | +29.7% | +21.0% |
| 1Y | +31.0% | -6.7% | +37.7% | +31.2% |
| 3Y | +45.4% | +111.5% | -66.0% | -9.6% |
| All | -20.7% | +92.2% | -113.0% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling