+64.8%
FFIV vs TPG
+85.9%
-21.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.9% |
| 7D | -1.5% | -2.9% | +1.3% | -0.6% |
| 30D | -2.7% | +5.0% | -7.7% | -4.5% |
| 3M | -1.7% | +24.9% | -26.6% | -9.7% |
| 6M | +36.1% | +21.1% | +15.0% | +25.6% |
| YTD | +52.6% | -17.3% | +69.9% | +61.1% |
| 1Y | +21.5% | -9.8% | +31.3% | +23.8% |
| 3Y | +142.7% | +95.4% | +47.3% | +80.6% |
| All | +64.8% | +85.9% | -21.1% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling