+69.0%
TPG vs FHN
+56.8%
+12.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -9.4% | -1.2% | -8.2% | -9.0% |
| 30D | -5.3% | -4.8% | -0.5% | -3.4% |
| 3M | +12.9% | -0.7% | +13.6% | +13.0% |
| 6M | +20.1% | +10.6% | +9.5% | +14.8% |
| YTD | -22.5% | +4.6% | -27.1% | -24.2% |
| 1Y | -19.7% | +11.4% | -31.0% | -23.7% |
| 3Y | +81.2% | +132.3% | -51.1% | +38.3% |
| All | +69.0% | +56.8% | +12.2% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling