-43.6%
FLUT vs TPG
+81.8%
-125.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.2% |
| 7D | +0.4% | -9.4% | +9.9% | +4.7% |
| 30D | +2.5% | -5.3% | +7.8% | +4.6% |
| 3M | -9.2% | +12.9% | -22.2% | -14.6% |
| 6M | -8.2% | +20.1% | -28.3% | -16.5% |
| YTD | -53.2% | -22.5% | -30.7% | -48.3% |
| 1Y | -65.6% | -19.7% | -45.9% | -62.7% |
| 3Y | -43.6% | +81.2% | -124.8% | -61.3% |
| All | -43.6% | +81.8% | -125.4% | -61.3% |
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 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