+245.3%
FN vs TPG
+92.2%
+153.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.7% |
| 7D | -1.7% | -2.4% | +0.8% | -0.5% |
| 30D | -22.0% | +11.1% | -33.1% | -26.4% |
| 3M | -43.0% | +26.3% | -69.3% | -49.5% |
| 6M | -27.7% | +18.3% | -46.1% | -34.5% |
| YTD | -10.5% | -14.4% | +3.9% | -5.2% |
| 1Y | +12.5% | -6.7% | +19.2% | +13.4% |
| 3Y | +153.8% | +111.5% | +42.3% | +84.3% |
| All | +245.3% | +92.2% | +153.0% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling