-17.9%
FN vs TPG
-5.7%
-12.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.4% | +5.7% |
| 7D | +8.0% | -1.1% | +9.1% | +8.6% |
| 30D | -19.1% | +10.0% | -29.1% | -21.3% |
| 3M | -29.8% | -0.9% | -28.9% | -29.9% |
| 6M | -43.2% | +15.1% | -58.2% | -46.4% |
| YTD | -18.9% | -19.4% | +0.4% | -7.9% |
| 1Y | -17.9% | -9.0% | -8.9% | -10.4% |
| All | -17.9% | -5.7% | -12.2% | -10.4% |
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 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