+34.9%
FE vs TPG
+71.4%
-36.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.3% |
| 7D | -1.7% | -11.8% | +10.1% | -1.0% |
| 30D | -1.3% | -6.3% | +5.0% | -1.0% |
| 3M | +0.6% | +13.6% | -13.0% | -0.3% |
| 6M | -6.8% | +13.8% | -20.7% | -7.8% |
| YTD | +6.4% | -23.7% | +30.1% | +8.2% |
| 1Y | +11.3% | -18.2% | +29.4% | +12.3% |
| 3Y | +47.1% | +80.1% | -33.1% | +31.3% |
| All | +34.9% | +71.4% | -36.4% | +18.1% |
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