-12.0%
AA vs TPG
+78.6%
-90.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | 0.0% |
| 7D | -0.6% | -6.5% | +5.9% | +2.6% |
| 30D | -1.6% | +0.1% | -1.6% | -2.3% |
| 3M | -29.8% | +14.5% | -44.3% | -35.2% |
| 6M | -16.6% | +17.3% | -34.0% | -25.2% |
| YTD | -4.0% | -20.5% | +16.5% | +5.2% |
| 1Y | +63.5% | -13.2% | +76.8% | +68.9% |
| 3Y | +86.8% | +87.7% | -1.0% | +21.4% |
| All | -12.0% | +78.6% | -90.6% | -50.1% |
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