+98.5%
FLEX vs TPG
-6.0%
+104.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -0.9% | -2.4% | +1.5% | -0.4% |
| 30D | -10.1% | +11.1% | -21.2% | -12.3% |
| 3M | -31.3% | +26.3% | -57.6% | -34.6% |
| 6M | +71.3% | +18.3% | +52.9% | +64.2% |
| YTD | +81.2% | -14.4% | +95.7% | +86.7% |
| 1Y | +98.5% | -6.7% | +105.2% | +101.1% |
| All | +98.5% | -6.0% | +104.5% | +101.1% |
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