+1,581.4%
FIX vs TPG
+78.6%
+1,502.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -0.3% |
| 7D | +3.5% | -6.5% | +10.0% | +6.6% |
| 30D | -3.5% | +0.1% | -3.6% | -4.3% |
| 3M | -11.8% | +14.5% | -26.3% | -18.0% |
| 6M | +17.8% | +17.3% | +0.5% | +7.3% |
| YTD | +73.3% | -20.5% | +93.8% | +87.3% |
| 1Y | +128.1% | -13.2% | +141.3% | +134.0% |
| 3Y | +772.7% | +87.7% | +684.9% | +564.7% |
| All | +1,581.4% | +78.6% | +1,502.8% | +1,095.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling