+60.9%
ALLE vs TPG
+77.8%
-16.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | 0.0% |
| 7D | +1.6% | +4.2% | -2.6% | +0.3% |
| 30D | +24.1% | +13.5% | +10.6% | +19.3% |
| 3M | +14.8% | -3.3% | +18.1% | +15.5% |
| 6M | +45.9% | +11.8% | +34.1% | +39.8% |
| YTD | +20.7% | -20.9% | +41.6% | +27.8% |
| 1Y | +14.2% | -13.1% | +27.3% | +17.0% |
| 3Y | +90.7% | +72.9% | +17.8% | +45.7% |
| All | +60.9% | +77.8% | -16.8% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling