+38.5%
FE vs TPG
+78.3%
-39.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +1.2% | +5.0% | -3.8% | +0.9% |
| 30D | +4.5% | +15.7% | -11.1% | +3.6% |
| 3M | +1.3% | -10.6% | +11.9% | +1.9% |
| 6M | +8.7% | +15.9% | -7.3% | +7.4% |
| YTD | +9.2% | -20.6% | +29.8% | +10.7% |
| 1Y | +7.0% | -11.8% | +18.7% | +7.4% |
| 3Y | +51.4% | +71.6% | -20.2% | +36.6% |
| All | +38.5% | +78.3% | -39.8% | +20.9% |
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