+242.3%
FN vs TPG
+71.4%
+171.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -1.5% |
| 7D | +2.3% | -11.8% | +14.1% | +8.4% |
| 30D | -23.2% | -6.3% | -16.9% | -21.4% |
| 3M | -30.4% | +13.6% | -44.0% | -35.2% |
| 6M | -25.6% | +13.8% | -39.4% | -31.7% |
| YTD | -11.3% | -23.7% | +12.5% | -0.9% |
| 1Y | +8.4% | -18.2% | +26.6% | +16.2% |
| 3Y | +166.2% | +80.1% | +86.1% | +107.3% |
| All | +242.3% | +71.4% | +171.0% | +138.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling