+68.9%
AME vs TPG
+78.6%
-9.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.4% |
| 7D | +1.3% | -6.5% | +7.8% | +3.0% |
| 30D | -6.6% | +0.1% | -6.6% | -6.8% |
| 3M | +3.0% | +14.5% | -11.6% | -1.1% |
| 6M | +5.3% | +17.3% | -12.0% | +0.1% |
| YTD | +15.4% | -20.5% | +35.9% | +21.1% |
| 1Y | +26.8% | -13.2% | +40.1% | +29.2% |
| 3Y | +56.5% | +87.7% | -31.2% | +25.9% |
| All | +68.9% | +78.6% | -9.7% | +30.4% |
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