+106.1%
FAST vs TPG
+81.2%
+24.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +4.3% | -1.1% | +5.4% | +4.5% |
| 30D | +8.3% | +10.0% | -1.7% | +5.8% |
| 3M | +6.5% | -0.9% | +7.4% | +6.2% |
| 6M | +29.5% | +15.1% | +14.5% | +24.4% |
| YTD | +41.3% | -19.4% | +60.6% | +46.9% |
| 1Y | +37.4% | -9.0% | +46.4% | +38.4% |
| 3Y | +98.5% | +76.2% | +22.3% | +63.3% |
| All | +106.1% | +81.2% | +24.9% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling