-45.0%
ACN vs TPG
+74.1%
-119.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +2.8% |
| 7D | -1.5% | -9.4% | +7.9% | +1.8% |
| 30D | +2.1% | -5.3% | +7.3% | +3.8% |
| 3M | +11.1% | +12.9% | -1.8% | +6.3% |
| 6M | -6.8% | +20.1% | -26.9% | -13.0% |
| YTD | -30.0% | -22.5% | -7.6% | -24.6% |
| 1Y | -23.1% | -19.7% | -3.4% | -18.4% |
| 3Y | -40.4% | +81.2% | -121.6% | -55.4% |
| All | -45.0% | +74.1% | -119.2% | -60.1% |
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 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