+94.7%
FAST vs TPG
+98.7%
-4.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.2% |
| 7D | +1.3% | -2.9% | +4.2% | +1.9% |
| 30D | -4.7% | +5.0% | -9.8% | -5.8% |
| 3M | +7.9% | +24.9% | -17.0% | +2.9% |
| 6M | +7.4% | +21.1% | -13.6% | +2.7% |
| YTD | +25.1% | -17.3% | +42.3% | +29.8% |
| 1Y | +4.7% | -9.8% | +14.5% | +6.1% |
| 3Y | +94.7% | +95.4% | -0.7% | +59.2% |
| All | +94.7% | +98.7% | -4.0% | +59.2% |
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