-47.3%
FRSH vs TPG
+74.1%
-121.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.8% |
| 7D | -6.6% | -9.4% | +2.8% | -1.2% |
| 30D | +2.1% | -5.3% | +7.4% | +5.4% |
| 3M | +29.0% | +12.9% | +16.0% | +19.6% |
| 6M | +48.6% | +20.1% | +28.5% | +32.0% |
| YTD | -2.9% | -22.5% | +19.6% | +11.1% |
| 1Y | -7.9% | -19.7% | +11.8% | +2.5% |
| 3Y | -46.5% | +81.2% | -127.7% | -67.0% |
| All | -47.3% | +74.1% | -121.4% | -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 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