+64.1%
ACWI vs TPG
+71.4%
-7.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.2% |
| 7D | -1.9% | -11.8% | +9.9% | +1.3% |
| 30D | -1.3% | -6.3% | +4.9% | +0.1% |
| 3M | +5.0% | +13.6% | -8.6% | +1.0% |
| 6M | +11.7% | +13.8% | -2.1% | +6.9% |
| YTD | +13.0% | -23.7% | +36.7% | +19.9% |
| 1Y | +19.2% | -18.2% | +37.4% | +23.5% |
| 3Y | +75.0% | +80.1% | -5.1% | +38.4% |
| All | +64.1% | +71.4% | -7.2% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling