+94.0%
TFC vs TPG
+81.8%
+12.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | -2.4% | -9.4% | +7.0% | +1.4% |
| 30D | -3.4% | -5.3% | +1.9% | -1.7% |
| 3M | +0.4% | +12.9% | -12.5% | -5.4% |
| 6M | +12.7% | +20.1% | -7.4% | +2.4% |
| YTD | +5.6% | -22.5% | +28.1% | +15.9% |
| 1Y | +16.0% | -19.7% | +35.7% | +24.4% |
| 3Y | +94.0% | +81.2% | +12.8% | +23.5% |
| All | +94.0% | +81.8% | +12.2% | +23.5% |
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