+210.1%
FN vs TPG
+81.4%
+128.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.8% | +5.1% | +8.6% |
| 7D | +16.3% | +3.1% | +13.2% | +15.1% |
| 30D | -24.7% | +9.7% | -34.5% | -28.1% |
| 3M | -34.9% | +2.5% | -37.4% | -36.4% |
| 6M | -41.1% | +14.0% | -55.1% | -45.7% |
| YTD | -19.6% | -19.3% | -0.3% | -12.8% |
| 1Y | -18.5% | -5.8% | -12.7% | -18.3% |
| 3Y | +119.1% | +80.1% | +39.0% | +69.1% |
| All | +210.1% | +81.4% | +128.8% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling