-21.3%
AMRZ vs TPG
-1.2%
-20.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | 0.0% |
| 7D | -8.1% | -11.8% | +3.7% | -4.2% |
| 30D | -14.8% | -6.3% | -8.6% | -13.1% |
| 3M | -19.7% | +13.6% | -33.3% | -23.3% |
| 6M | -30.8% | +13.8% | -44.6% | -34.2% |
| YTD | -24.3% | -23.7% | -0.6% | -19.0% |
| 1Y | -24.0% | -18.2% | -5.9% | -20.4% |
| All | -21.3% | -1.2% | -20.0% | -17.7% |
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