+694.5%
FLEX vs TPG
+71.4%
+623.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -2.4% |
| 7D | +0.1% | -11.8% | +11.9% | +5.6% |
| 30D | -11.8% | -6.3% | -5.5% | -9.8% |
| 3M | -22.6% | +13.6% | -36.1% | -27.3% |
| 6M | +77.3% | +13.8% | +63.5% | +64.2% |
| YTD | +78.8% | -23.7% | +102.5% | +96.9% |
| 1Y | +86.1% | -18.2% | +104.2% | +97.0% |
| 3Y | +446.2% | +80.1% | +366.1% | +297.4% |
| All | +694.5% | +71.4% | +623.2% | +419.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling