+24.1%
MSFU vs TPG
+78.9%
-54.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +2.3% |
| 7D | -6.9% | -11.8% | +4.9% | -1.2% |
| 30D | -5.1% | -6.3% | +1.1% | -2.3% |
| 3M | +44.6% | +13.6% | +31.1% | +35.8% |
| 6M | +32.8% | +13.8% | +19.0% | +24.1% |
| YTD | -10.1% | -23.7% | +13.7% | +0.3% |
| 1Y | -19.4% | -18.2% | -1.2% | -14.0% |
| All | +24.1% | +78.9% | -54.8% | +3.2% |
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