-47.0%
ALB vs TPG
+74.1%
-121.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.1% | -4.2% |
| 7D | -6.6% | -9.4% | +2.8% | -2.1% |
| 30D | -8.1% | -5.3% | -2.9% | -6.2% |
| 3M | -25.7% | +12.9% | -38.6% | -30.8% |
| 6M | -29.5% | +20.1% | -49.5% | -37.1% |
| YTD | -16.2% | -22.5% | +6.3% | -7.6% |
| 1Y | +59.2% | -19.7% | +78.9% | +70.8% |
| 3Y | -33.7% | +81.2% | -114.9% | -57.8% |
| All | -47.0% | +74.1% | -121.1% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling