-1.8%
TPG vs SFM
-35.8%
+34.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | 0.0% | +3.6% |
| 7D | +12.5% | -12.3% | +24.7% | +12.4% |
| 30D | +12.7% | -16.2% | +28.9% | +13.3% |
| 3M | +3.5% | -36.8% | +40.3% | +5.9% |
| 6M | +14.1% | -32.6% | +46.7% | +15.1% |
| YTD | -18.5% | -31.7% | +13.2% | -18.4% |
| 1Y | -1.8% | -35.0% | +33.2% | -1.3% |
| All | -1.8% | -35.8% | +34.0% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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