+705.5%
FLEX vs TPG
+92.2%
+613.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.0% |
| 7D | -0.9% | -2.4% | +1.5% | +0.2% |
| 30D | -10.1% | +11.1% | -21.2% | -14.6% |
| 3M | -31.3% | +26.3% | -57.6% | -38.4% |
| 6M | +71.3% | +18.3% | +52.9% | +56.6% |
| YTD | +81.2% | -14.4% | +95.7% | +90.2% |
| 1Y | +98.5% | -6.7% | +105.2% | +98.7% |
| 3Y | +428.2% | +111.5% | +316.8% | +258.9% |
| All | +705.5% | +92.2% | +613.3% | +401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling