-99.9%
AMIX vs TPG
+29.0%
-128.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | -9.9% | +5.0% | -14.9% | -13.8% |
| 30D | -52.8% | +15.7% | -68.4% | -59.7% |
| 3M | -80.0% | -10.6% | -69.4% | -78.1% |
| 6M | -80.2% | +15.9% | -96.2% | -82.1% |
| YTD | -88.1% | -20.6% | -67.5% | -87.3% |
| 1Y | -91.1% | -11.8% | -79.3% | -91.0% |
| All | -99.9% | +29.0% | -128.9% | -100.0% |
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