-63.5%
FIS vs TPG
+78.6%
-142.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -2.2% |
| 7D | -9.1% | -6.5% | -2.6% | -7.1% |
| 30D | -10.4% | +0.1% | -10.5% | -10.4% |
| 3M | -3.7% | +14.5% | -18.2% | -7.9% |
| 6M | -24.8% | +17.3% | -42.1% | -28.9% |
| YTD | -41.6% | -20.5% | -21.1% | -37.8% |
| 1Y | -42.7% | -13.2% | -29.5% | -41.0% |
| 3Y | -26.2% | +87.7% | -114.0% | -45.6% |
| All | -63.5% | +78.6% | -142.1% | -74.0% |
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