+148.0%
FFIV vs TPG
+78.9%
+69.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.2% |
| 7D | +1.6% | -11.8% | +13.4% | +5.7% |
| 30D | -3.7% | -6.3% | +2.5% | -2.0% |
| 3M | +2.0% | +13.6% | -11.6% | -3.0% |
| 6M | +39.3% | +13.8% | +25.4% | +31.4% |
| YTD | +56.1% | -23.7% | +79.8% | +69.6% |
| 1Y | +22.0% | -18.2% | +40.1% | +28.7% |
| All | +148.0% | +78.9% | +69.1% | +111.3% |
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