+62.5%
ALLE vs TPG
+78.3%
-15.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.6% | +5.0% | -1.5% | +2.0% |
| 30D | +25.9% | +15.7% | +10.2% | +20.3% |
| 3M | +15.8% | -10.6% | +26.3% | +19.4% |
| 6M | +48.1% | +15.9% | +32.1% | +40.4% |
| YTD | +22.0% | -20.6% | +42.6% | +28.9% |
| 1Y | +18.0% | -11.8% | +29.8% | +20.3% |
| 3Y | +93.1% | +71.6% | +21.5% | +47.9% |
| All | +62.5% | +78.3% | -15.8% | +17.0% |
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