+81.1%
FAST vs TPG
+71.4%
+9.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.4% |
| 7D | -0.4% | -11.8% | +11.4% | +2.4% |
| 30D | -6.4% | -6.3% | -0.2% | -5.3% |
| 3M | +7.1% | +13.6% | -6.5% | +3.5% |
| 6M | +7.0% | +13.8% | -6.8% | +2.9% |
| YTD | +24.1% | -23.7% | +47.9% | +31.0% |
| 1Y | +4.4% | -18.2% | +22.6% | +7.8% |
| 3Y | +93.2% | +80.1% | +13.1% | +57.8% |
| All | +81.1% | +71.4% | +9.7% | +43.2% |
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 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