# Backsolving to find an ideal portfolio Some GPs would like to set a target performance benchmark (such as TVPI or IRR) - and perhaps have Tactyc generate an “ideal” portfolio for them. If this sounds good to be true - it is! The reality is that there could be an infinite number of “solutions” to this multi-variate problem. Check sizes, graduation rates, exit assumptions, fees, expenses, recycling assumptions - they all play a part in arriving at the final portfolio. Even if we iterate over millions of possible solutions there is no way for a system to make a decision on which is the optimal parameter set from millions of solutions. Secondly, we believe the ***process*** of portfolio construction is at times more important than the end result. By taking the time to play with different assumptions, GP’s can develop an intuition of which levers really move the needs and where their model is most sensitive. We believe this is important for not just the theoretical process of fund construction - but also for actual portfolio management once the fund is launched. --- # Agent Instructions: Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. Perform an HTTP GET request on the current page URL with the `ask` query parameter: ``` GET https://docs.tactyc.io/portfolio-construction/faqs/backsolving-to-find-an-ideal-portfolio.md?ask= ``` The question should be specific, self-contained, and written in natural language. The response will contain a direct answer to the question and relevant excerpts and sources from the documentation. Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.