+1,109.3%
FIX vs TPG
+81.2%
+1,028.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.8% |
| 7D | +6.4% | -1.1% | +7.5% | +7.3% |
| 30D | -29.1% | +10.0% | -39.1% | -32.3% |
| 3M | -31.1% | -0.9% | -30.3% | -31.7% |
| 6M | -42.8% | +15.1% | -57.9% | -47.3% |
| YTD | +24.6% | -19.4% | +44.0% | +33.2% |
| 1Y | +21.9% | -9.0% | +30.9% | +22.3% |
| 3Y | +524.9% | +76.2% | +448.7% | +384.1% |
| All | +1,109.3% | +81.2% | +1,028.1% | +750.7% |
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