+1,036.2%
FTI vs TPG
+74.1%
+962.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | -4.4% | -9.4% | +5.0% | -1.4% |
| 30D | +1.5% | -5.3% | +6.7% | +2.9% |
| 3M | +8.2% | +12.9% | -4.7% | +3.3% |
| 6M | +18.8% | +20.1% | -1.3% | +10.2% |
| YTD | +71.7% | -22.5% | +94.2% | +83.7% |
| 1Y | +90.0% | -19.7% | +109.7% | +99.4% |
| 3Y | +270.5% | +81.2% | +189.3% | +193.4% |
| All | +1,036.2% | +74.1% | +962.1% | +776.6% |
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