+464.3%
FLEX vs TPG
+86.5%
+377.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.3% |
| 7D | +6.4% | -6.5% | +12.9% | +9.3% |
| 30D | -5.9% | +0.1% | -5.9% | -6.5% |
| 3M | -23.5% | +14.5% | -38.0% | -28.5% |
| 6M | +83.7% | +17.3% | +66.4% | +67.6% |
| YTD | +86.5% | -20.5% | +107.0% | +104.0% |
| 1Y | +100.5% | -13.2% | +113.7% | +107.8% |
| All | +464.3% | +86.5% | +377.8% | +295.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling