-18.2%
TPG vs FGI
+126.2%
-144.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +9.4% | -13.5% | -4.4% |
| 7D | -11.8% | +22.8% | -34.6% | -12.5% |
| 30D | -6.3% | +85.9% | -92.2% | -10.2% |
| 3M | +13.6% | +32.4% | -18.8% | +9.5% |
| 6M | +13.8% | +106.3% | -92.5% | +7.2% |
| YTD | -23.7% | +48.4% | -72.1% | -27.6% |
| 1Y | -18.2% | +116.4% | -134.5% | -23.4% |
| All | -18.2% | +126.2% | -144.4% | -23.4% |
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