-49.8%
FND vs TPG
+81.8%
-131.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | -5.8% | -9.4% | +3.7% | -1.2% |
| 30D | -20.2% | -5.3% | -15.0% | -18.3% |
| 3M | -12.0% | +12.9% | -24.9% | -17.6% |
| 6M | -18.5% | +20.1% | -38.6% | -26.1% |
| YTD | -22.3% | -22.5% | +0.2% | -13.5% |
| 1Y | -47.6% | -19.7% | -28.0% | -43.0% |
| 3Y | -49.8% | +81.2% | -131.0% | -68.8% |
| All | -49.8% | +81.8% | -131.6% | -68.8% |
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