+64.9%
FDX vs TPG
+74.1%
-9.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.5% |
| 7D | -3.3% | -9.4% | +6.2% | -0.2% |
| 30D | -4.5% | -5.3% | +0.7% | -3.0% |
| 3M | -7.3% | +12.9% | -20.3% | -11.3% |
| 6M | +7.5% | +20.1% | -12.5% | +0.2% |
| YTD | +35.1% | -22.5% | +57.6% | +44.7% |
| 1Y | +71.4% | -19.7% | +91.1% | +80.4% |
| 3Y | +60.8% | +81.2% | -20.4% | +22.2% |
| All | +64.9% | +74.1% | -9.2% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling