-19.4%
AMT vs TPG
+74.1%
-93.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.6% |
| 7D | +1.1% | -9.4% | +10.6% | +2.4% |
| 30D | +4.4% | -5.3% | +9.6% | +5.0% |
| 3M | -5.2% | +12.9% | -18.1% | -6.8% |
| 6M | -0.8% | +20.1% | -20.9% | -3.5% |
| YTD | +3.3% | -22.5% | +25.8% | +6.5% |
| 1Y | -6.0% | -19.7% | +13.7% | -3.8% |
| 3Y | +9.6% | +81.2% | -71.6% | -13.0% |
| All | -19.4% | +74.1% | -93.5% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling