-47.4%
ACN vs TPG
+78.6%
-126.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -0.5% |
| 7D | -6.3% | -6.5% | +0.2% | -4.1% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | +2.6% | +14.5% | -12.0% | -2.3% |
| 6M | -14.3% | +17.3% | -31.6% | -19.3% |
| YTD | -33.1% | -20.5% | -12.6% | -28.5% |
| 1Y | -28.8% | -13.2% | -15.6% | -26.3% |
| 3Y | -43.0% | +87.7% | -130.7% | -57.8% |
| All | -47.4% | +78.6% | -126.0% | -62.2% |
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