+740.9%
FLEX vs TPG
+85.9%
+655.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.3% | +7.7% | +5.8% |
| 7D | +7.0% | -2.9% | +9.8% | +8.2% |
| 30D | -5.8% | +5.0% | -10.8% | -8.3% |
| 3M | -24.2% | +24.9% | -49.1% | -31.8% |
| 6M | +90.8% | +21.1% | +69.7% | +72.2% |
| YTD | +89.2% | -17.3% | +106.5% | +101.2% |
| 1Y | +104.7% | -9.8% | +114.5% | +107.7% |
| 3Y | +478.1% | +95.4% | +382.7% | +306.1% |
| All | +740.9% | +85.9% | +655.0% | +430.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling