-38.0%
FLUT vs TPG
+78.6%
-116.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.6% | +0.2% |
| 7D | -2.6% | -6.5% | +3.9% | 0.0% |
| 30D | +5.4% | +0.1% | +5.3% | +5.0% |
| 3M | -10.8% | +14.5% | -25.3% | -16.1% |
| 6M | -9.2% | +17.3% | -26.5% | -15.9% |
| YTD | -53.8% | -20.5% | -33.3% | -50.0% |
| 1Y | -66.0% | -13.2% | -52.7% | -64.5% |
| 3Y | -44.7% | +87.7% | -132.4% | -58.3% |
| All | -38.0% | +78.6% | -116.6% | -56.6% |
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