+174.4%
FN vs TPG
+98.7%
+75.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +4.1% |
| 7D | +3.5% | -2.9% | +6.4% | +5.1% |
| 30D | -26.0% | +5.0% | -31.0% | -28.8% |
| 3M | -33.3% | +24.9% | -58.2% | -42.4% |
| 6M | -14.9% | +21.1% | -36.0% | -26.1% |
| YTD | -8.6% | -17.3% | +8.7% | +1.1% |
| 1Y | +12.3% | -9.8% | +22.1% | +16.1% |
| 3Y | +174.4% | +95.4% | +79.0% | +75.5% |
| All | +174.4% | +98.7% | +75.7% | +75.5% |
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