+81.2%
TPG vs FLR
+54.2%
+27.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | -9.4% | -3.5% | -5.9% | -8.4% |
| 30D | -5.3% | +4.2% | -9.4% | -6.5% |
| 3M | +12.9% | +8.1% | +4.8% | +9.0% |
| 6M | +20.1% | +21.5% | -1.4% | +9.6% |
| YTD | -22.5% | +36.8% | -59.3% | -32.7% |
| 1Y | -19.7% | +31.2% | -50.9% | -29.9% |
| 3Y | +81.2% | +53.9% | +27.3% | +37.9% |
| All | +81.2% | +54.2% | +27.0% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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