+81.8%
TPG vs FGI
-66.8%
+148.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | -9.4% | +12.1% | -21.6% | -9.8% |
| 30D | -5.3% | +75.7% | -80.9% | -9.1% |
| 3M | +12.9% | +31.7% | -18.8% | +9.0% |
| 6M | +20.1% | +111.5% | -91.4% | +12.5% |
| YTD | -22.5% | +45.8% | -68.3% | -26.6% |
| 1Y | -19.7% | +112.5% | -132.2% | -26.4% |
| 3Y | +81.2% | +8.5% | +72.7% | +67.4% |
| All | +81.8% | -66.8% | +148.6% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling