+1,576.4%
FIX vs TPG
+92.2%
+1,484.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | +6.0% | -2.4% | +8.5% | +7.2% |
| 30D | -7.2% | +11.1% | -18.3% | -12.1% |
| 3M | -15.9% | +26.3% | -42.1% | -25.2% |
| 6M | +12.7% | +18.3% | -5.6% | +2.7% |
| YTD | +72.8% | -14.4% | +87.2% | +80.9% |
| 1Y | +122.9% | -6.7% | +129.6% | +121.7% |
| 3Y | +774.3% | +111.5% | +662.9% | +534.8% |
| All | +1,576.4% | +92.2% | +1,484.1% | +1,054.8% |
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