+270.5%
FTI vs TPG
+81.8%
+188.7%
-28.9%
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% | +0.5% |
| 7D | -4.4% | -9.4% | +5.0% | -1.3% |
| 30D | +1.5% | -5.3% | +6.7% | +2.9% |
| 3M | +8.2% | +12.9% | -4.7% | +2.9% |
| 6M | +18.8% | +20.1% | -1.3% | +9.5% |
| YTD | +71.7% | -22.5% | +94.2% | +86.6% |
| 1Y | +90.0% | -19.7% | +109.7% | +101.8% |
| 3Y | +270.5% | +81.2% | +189.3% | +183.3% |
| All | +270.5% | +81.8% | +188.7% | +183.3% |
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