+83.3%
FAST vs TPG
+92.2%
-9.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.0% |
| 7D | -0.4% | -2.4% | +2.1% | +0.2% |
| 30D | -0.8% | +11.1% | -11.9% | -3.3% |
| 3M | +5.8% | +26.3% | -20.5% | -0.1% |
| 6M | +8.0% | +18.3% | -10.4% | +3.1% |
| YTD | +25.6% | -14.4% | +40.1% | +29.3% |
| 1Y | +0.8% | -6.7% | +7.5% | +1.1% |
| 3Y | +86.1% | +111.5% | -25.4% | +46.3% |
| All | +83.3% | +92.2% | -9.0% | +41.3% |
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