-43.2%
FN vs TPG
+14.2%
-57.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.4% | +5.7% |
| 7D | +8.0% | -1.1% | +9.1% | +8.0% |
| 30D | -19.1% | +10.0% | -29.1% | -19.9% |
| 3M | -29.8% | -0.9% | -28.9% | -30.0% |
| 6M | -43.2% | +15.1% | -58.2% | -46.0% |
| All | -43.2% | +14.2% | -57.4% | -46.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling