-25.7%
FN vs TPG
+0.9%
-26.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.7% | -9.6% | -6.8% |
| 7D | -7.0% | +12.5% | -19.5% | -9.9% |
| 30D | -24.7% | +12.7% | -37.4% | -27.2% |
| 3M | -35.7% | +3.5% | -39.2% | -36.8% |
| 6M | -52.4% | +14.1% | -66.5% | -54.8% |
| YTD | -25.0% | -18.5% | -6.5% | -17.3% |
| 1Y | -25.7% | -1.8% | -23.9% | -18.7% |
| All | -25.7% | +0.9% | -26.6% | -18.7% |
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