-65.8%
FLUT vs TPG
-6.0%
-59.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -1.6% | -2.4% | +0.8% | -0.6% |
| 30D | +7.7% | +11.1% | -3.3% | +2.6% |
| 3M | -0.7% | +26.3% | -27.0% | -10.9% |
| 6M | -11.2% | +18.3% | -29.5% | -17.9% |
| YTD | -53.4% | -14.4% | -39.0% | -49.3% |
| 1Y | -65.8% | -6.7% | -59.0% | -65.0% |
| All | -65.8% | -6.0% | -59.8% | -65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling