-6.7%
TPG vs FGI
+81.8%
-88.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -1.4% |
| 7D | -2.4% | +0.5% | -3.0% | -2.5% |
| 30D | +11.1% | +65.4% | -54.3% | +6.9% |
| 3M | +26.3% | +23.5% | +2.8% | +22.2% |
| 6M | +18.3% | +60.5% | -42.2% | +12.3% |
| YTD | -14.4% | +30.0% | -44.4% | -18.3% |
| 1Y | -6.7% | +82.1% | -88.8% | -12.3% |
| All | -6.7% | +81.8% | -88.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling