+25.0%
FLEX vs TPG
+0.9%
+24.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.7% | -16.0% | -12.8% |
| 7D | -17.0% | +12.5% | -29.5% | -18.6% |
| 30D | -33.8% | +12.7% | -46.6% | -35.2% |
| 3M | -39.0% | +3.5% | -42.6% | -39.6% |
| 6M | -15.9% | +14.1% | -30.0% | -18.3% |
| YTD | +27.8% | -18.5% | +46.3% | +30.8% |
| 1Y | +25.0% | -1.8% | +26.8% | +18.5% |
| All | +25.0% | +0.9% | +24.0% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling