+409.3%
AGI vs TPG
+74.1%
+335.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -2.7% | -9.4% | +6.7% | -1.4% |
| 30D | +7.2% | -5.3% | +12.5% | +8.0% |
| 3M | +4.3% | +12.9% | -8.7% | +2.3% |
| 6M | -27.1% | +20.1% | -47.2% | -29.1% |
| YTD | -6.6% | -22.5% | +15.9% | -4.3% |
| 1Y | +9.5% | -19.7% | +29.2% | +11.6% |
| 3Y | +208.4% | +81.2% | +127.2% | +167.6% |
| All | +409.3% | +74.1% | +335.1% | +326.4% |
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