+69.0%
TPG vs FDS
-39.0%
+108.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | -9.4% | -14.0% | +4.6% | -3.2% |
| 30D | -5.3% | -6.2% | +1.0% | -2.5% |
| 3M | +12.9% | +10.2% | +2.8% | +7.0% |
| 6M | +20.1% | +27.4% | -7.4% | +3.2% |
| YTD | -22.5% | -9.3% | -13.2% | -19.9% |
| 1Y | -19.7% | -28.6% | +9.0% | -5.2% |
| 3Y | +81.2% | -36.8% | +118.0% | +125.5% |
| All | +69.0% | -39.0% | +108.0% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling