+34.8%
AIG vs TPG
+81.8%
-47.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -1.2% | -9.4% | +8.3% | +0.3% |
| 30D | -1.1% | -5.3% | +4.2% | -0.4% |
| 3M | +0.7% | +12.9% | -12.2% | -1.5% |
| 6M | -2.2% | +20.1% | -22.3% | -5.6% |
| YTD | -10.8% | -22.5% | +11.7% | -7.4% |
| 1Y | -2.0% | -19.7% | +17.7% | +0.7% |
| 3Y | +34.8% | +81.2% | -46.4% | +9.4% |
| All | +34.8% | +81.8% | -47.0% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling