+45.6%
ALLE vs TPG
+86.5%
-40.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.2% | -1.7% |
| 7D | -2.2% | -6.5% | +4.4% | -0.4% |
| 30D | -8.3% | +0.1% | -8.4% | -8.5% |
| 3M | +16.3% | +14.5% | +1.7% | +11.8% |
| 6M | +1.8% | +17.3% | -15.5% | -3.2% |
| YTD | -3.9% | -20.5% | +16.6% | +1.1% |
| 1Y | -10.0% | -13.2% | +3.2% | -8.0% |
| All | +45.6% | +86.5% | -40.9% | +3.9% |
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