-31.4%
ALB vs TPG
+78.9%
-110.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -1.3% |
| 7D | -7.6% | -11.8% | +4.2% | -2.5% |
| 30D | -5.6% | -6.3% | +0.6% | -3.4% |
| 3M | -16.8% | +13.6% | -30.4% | -22.2% |
| 6M | -26.3% | +13.8% | -40.1% | -31.9% |
| YTD | -13.2% | -23.7% | +10.5% | -3.7% |
| 1Y | +68.8% | -18.2% | +87.0% | +78.4% |
| All | -31.4% | +78.9% | -110.3% | -63.4% |
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