-93.2%
FRMI vs TPG
+0.9%
-94.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.7% | -14.2% | -11.5% |
| 7D | -39.7% | +12.5% | -52.2% | -42.0% |
| 30D | -55.2% | +12.7% | -67.9% | -57.1% |
| 3M | -71.2% | +3.5% | -74.7% | -71.9% |
| 6M | -64.1% | +14.1% | -78.2% | -67.0% |
| YTD | -77.2% | -18.5% | -58.8% | -74.3% |
| 1Y | -93.2% | -1.8% | -91.4% | -91.4% |
| All | -93.2% | +0.9% | -94.1% | -91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling