+85.8%
TPG vs FGI
-1.2%
+87.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -4.0% |
| 7D | -6.5% | +14.7% | -21.2% | -6.9% |
| 30D | +0.1% | +67.0% | -66.9% | -3.0% |
| 3M | +14.5% | +31.0% | -16.5% | +11.3% |
| 6M | +17.3% | +126.8% | -109.5% | +11.7% |
| YTD | -20.5% | +35.6% | -56.1% | -23.5% |
| 1Y | -13.2% | +108.9% | -122.2% | -17.5% |
| All | +85.8% | -1.2% | +87.1% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling