+24.2%
FFIV vs TPG
-6.0%
+30.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -1.0% | -2.4% | +1.5% | -0.3% |
| 30D | -5.1% | +11.1% | -16.1% | -7.8% |
| 3M | -4.5% | +26.3% | -30.7% | -10.7% |
| 6M | +36.5% | +18.3% | +18.1% | +30.1% |
| YTD | +53.0% | -14.4% | +67.4% | +63.7% |
| 1Y | +24.2% | -6.7% | +30.9% | +27.1% |
| All | +24.2% | -6.0% | +30.2% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling