-79.2%
VFC vs TPG
+78.6%
-157.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | +0.1% |
| 7D | -2.3% | -6.5% | +4.2% | +1.6% |
| 30D | -13.4% | +0.1% | -13.4% | -13.9% |
| 3M | -23.7% | +14.5% | -38.2% | -30.1% |
| 6M | -24.5% | +17.3% | -41.8% | -32.2% |
| YTD | -27.8% | -20.5% | -7.3% | -19.1% |
| 1Y | -13.5% | -13.2% | -0.2% | -8.6% |
| 3Y | -27.1% | +87.7% | -114.8% | -50.2% |
| All | -79.2% | +78.6% | -157.8% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling