+751.7%
FLEX vs TPG
+74.1%
+677.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.5% |
| 7D | +5.7% | -9.4% | +15.1% | +10.3% |
| 30D | -7.0% | -5.3% | -1.8% | -5.3% |
| 3M | -23.8% | +12.9% | -36.7% | -28.3% |
| 6M | +82.6% | +20.1% | +62.6% | +65.4% |
| YTD | +91.6% | -22.5% | +114.1% | +109.7% |
| 1Y | +100.6% | -19.7% | +120.2% | +114.8% |
| 3Y | +479.8% | +81.2% | +398.6% | +320.9% |
| All | +751.7% | +74.1% | +677.5% | +452.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling