-84.3%
FRMI vs TPG
-3.3%
-80.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.7% |
| 7D | +2.4% | -2.4% | +4.8% | +3.2% |
| 30D | -17.3% | +11.1% | -28.4% | -20.7% |
| 3M | -17.2% | +26.3% | -43.4% | -25.1% |
| 6M | -43.4% | +18.3% | -61.7% | -47.7% |
| YTD | -36.0% | -14.4% | -21.6% | -34.8% |
| All | -84.3% | -3.3% | -80.9% | -81.1% |
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