-19.7%
TPG vs FIGR
-3.1%
-16.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.3% | +2.2% |
| 7D | -9.4% | -3.0% | -6.4% | -9.1% |
| 30D | -5.3% | +13.7% | -18.9% | -7.2% |
| 3M | +12.9% | +23.9% | -11.0% | +8.8% |
| 6M | +20.1% | -8.4% | +28.5% | +19.2% |
| YTD | -22.5% | -14.6% | -7.9% | -22.9% |
| 1Y | -19.7% | +12.1% | -31.8% | -20.3% |
| All | -19.7% | -3.1% | -16.5% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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