-78.6%
VFC vs TPG
+74.1%
-152.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.7% | +3.4% |
| 7D | -1.4% | -9.4% | +8.0% | +4.5% |
| 30D | -9.0% | -5.3% | -3.7% | -6.5% |
| 3M | -24.2% | +12.9% | -37.1% | -30.0% |
| 6M | -18.5% | +20.1% | -38.6% | -27.9% |
| YTD | -25.9% | -22.5% | -3.4% | -15.6% |
| 1Y | -13.0% | -19.7% | +6.7% | -3.6% |
| 3Y | -20.3% | +81.2% | -101.5% | -44.5% |
| All | -78.6% | +74.1% | -152.7% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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