-63.2%
FLUT vs TPG
+0.9%
-64.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -3.9% |
| 7D | +4.2% | +12.5% | -8.3% | -1.4% |
| 30D | +8.0% | +12.7% | -4.7% | +2.1% |
| 3M | -22.1% | +3.5% | -25.6% | -23.9% |
| 6M | -21.7% | +14.1% | -35.8% | -26.7% |
| YTD | -62.0% | -18.5% | -43.5% | -57.7% |
| 1Y | -63.2% | -1.8% | -61.4% | -65.7% |
| All | -63.2% | +0.9% | -64.1% | -65.7% |
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 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