+47.2%
FE vs TPG
+78.9%
-31.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.1% |
| 7D | -1.7% | -11.8% | +10.1% | -1.8% |
| 30D | -1.3% | -6.3% | +5.0% | -1.3% |
| 3M | +0.6% | +13.6% | -13.0% | +0.7% |
| 6M | -6.8% | +13.8% | -20.7% | -6.8% |
| YTD | +6.4% | -23.7% | +30.1% | +6.8% |
| 1Y | +11.3% | -18.2% | +29.4% | +11.5% |
| All | +47.2% | +78.9% | -31.7% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling