-4.8%
TFC vs TPG
+71.4%
-76.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +2.1% |
| 7D | -2.5% | -11.8% | +9.3% | +2.8% |
| 30D | -2.8% | -6.3% | +3.4% | -0.6% |
| 3M | +2.1% | +13.6% | -11.4% | -4.3% |
| 6M | +10.1% | +13.8% | -3.7% | +2.0% |
| YTD | +5.4% | -23.7% | +29.2% | +16.1% |
| 1Y | +16.3% | -18.2% | +34.5% | +23.1% |
| 3Y | +95.9% | +80.1% | +15.7% | +37.7% |
| All | -4.8% | +71.4% | -76.2% | -35.3% |
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 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