+63.4%
FDX vs TPG
+78.6%
-15.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.4% | -0.3% |
| 7D | -2.3% | -6.5% | +4.2% | -0.2% |
| 30D | -4.9% | +0.1% | -5.0% | -5.0% |
| 3M | -6.5% | +14.5% | -21.0% | -10.8% |
| 6M | +6.7% | +17.3% | -10.7% | +0.2% |
| YTD | +33.9% | -20.5% | +54.4% | +42.3% |
| 1Y | +72.2% | -13.2% | +85.4% | +76.5% |
| 3Y | +60.2% | +87.7% | -27.5% | +20.4% |
| All | +63.4% | +78.6% | -15.2% | +15.9% |
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 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