-19.7%
TPG vs FHN
+11.5%
-31.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -9.4% | -1.2% | -8.2% | -8.9% |
| 30D | -5.3% | -4.8% | -0.5% | -3.2% |
| 3M | +12.9% | -0.7% | +13.6% | +12.8% |
| 6M | +20.1% | +10.6% | +9.5% | +13.3% |
| YTD | -22.5% | +4.6% | -27.1% | -24.5% |
| 1Y | -19.7% | +11.4% | -31.0% | -24.6% |
| All | -19.7% | +11.5% | -31.2% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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