+34.6%
FE vs TPG
+74.1%
-39.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -1.4% | -9.4% | +8.1% | -0.8% |
| 30D | -1.9% | -5.3% | +3.4% | -1.6% |
| 3M | -0.2% | +12.9% | -13.1% | -1.0% |
| 6M | -7.1% | +20.1% | -27.2% | -8.4% |
| YTD | +6.1% | -22.5% | +28.6% | +7.8% |
| 1Y | +10.1% | -19.7% | +29.8% | +11.4% |
| 3Y | +46.9% | +81.2% | -34.3% | +31.2% |
| All | +34.6% | +74.1% | -39.5% | +17.7% |
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