+73.3%
TPG vs FHN
+56.4%
+16.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.8% |
| 7D | -6.5% | 0.0% | -6.6% | -6.5% |
| 30D | +0.1% | -2.6% | +2.7% | +1.1% |
| 3M | +14.5% | 0.0% | +14.5% | +14.3% |
| 6M | +17.3% | +9.2% | +8.1% | +12.7% |
| YTD | -20.5% | +4.3% | -24.9% | -22.2% |
| 1Y | -13.2% | +10.8% | -24.0% | -17.4% |
| 3Y | +87.7% | +130.7% | -43.0% | +43.6% |
| All | +73.3% | +56.4% | +16.9% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling