-80.9%
FIG vs TPG
-11.7%
-69.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.7% | -1.2% |
| 7D | -14.5% | -6.5% | -7.9% | -11.3% |
| 30D | -13.3% | +0.1% | -13.4% | -12.9% |
| 3M | +7.4% | +14.5% | -7.1% | +0.6% |
| 6M | -27.8% | +17.3% | -45.1% | -33.3% |
| YTD | -41.1% | -20.5% | -20.6% | -31.2% |
| 1Y | -58.7% | -13.2% | -45.5% | -54.8% |
| All | -80.9% | -11.7% | -69.3% | -79.7% |
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