-26.3%
FIS vs TPG
+81.8%
-108.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | -9.0% | -9.4% | +0.5% | -6.6% |
| 30D | -9.0% | -5.3% | -3.8% | -7.8% |
| 3M | -0.5% | +12.9% | -13.5% | -3.6% |
| 6M | -23.1% | +20.1% | -43.2% | -26.8% |
| YTD | -41.5% | -22.5% | -19.0% | -38.2% |
| 1Y | -42.2% | -19.7% | -22.5% | -39.6% |
| 3Y | -26.3% | +81.2% | -107.5% | -46.7% |
| All | -26.3% | +81.8% | -108.2% | -46.7% |
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 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