+126.1%
AMDL vs TPG
+18.8%
+107.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +3.4% |
| 7D | +15.9% | -9.4% | +25.3% | +26.2% |
| 30D | +10.5% | -5.3% | +15.7% | +13.2% |
| 3M | -4.7% | +12.9% | -17.6% | -17.6% |
| 6M | +355.2% | +20.1% | +335.1% | +264.2% |
| YTD | +270.9% | -22.5% | +293.4% | +348.1% |
| 1Y | +499.5% | -19.7% | +519.2% | +583.8% |
| All | +126.1% | +18.8% | +107.2% | +60.8% |
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 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