-10.5%
ALLE vs TPG
-16.8%
+6.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.5% |
| 7D | -2.8% | -11.8% | +9.1% | -0.2% |
| 30D | -10.2% | -6.3% | -3.9% | -9.1% |
| 3M | +17.4% | +13.6% | +3.9% | +14.2% |
| 6M | +3.3% | +13.8% | -10.5% | 0.0% |
| YTD | -4.2% | -23.7% | +19.5% | +0.1% |
| 1Y | -10.5% | -18.2% | +7.6% | -7.7% |
| All | -10.5% | -16.8% | +6.2% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling