+17.3%
TPG vs FDS
+25.7%
-8.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.5% | -3.4% |
| 7D | -6.5% | -8.8% | +2.3% | -5.3% |
| 30D | +0.1% | -1.4% | +1.4% | +0.5% |
| 3M | +14.5% | +13.9% | +0.6% | +14.0% |
| 6M | +17.3% | +27.4% | -10.1% | +16.6% |
| All | +17.3% | +25.7% | -8.3% | +16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling