+11.7%
AON vs TPG
+74.1%
-62.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | -6.3% | -9.4% | +3.1% | -4.9% |
| 30D | -14.1% | -5.3% | -8.8% | -13.5% |
| 3M | -9.5% | +12.9% | -22.4% | -11.4% |
| 6M | -4.0% | +20.1% | -24.1% | -7.2% |
| YTD | -13.8% | -22.5% | +8.7% | -11.0% |
| 1Y | -18.3% | -19.7% | +1.4% | -16.3% |
| 3Y | -7.2% | +81.2% | -88.4% | -22.3% |
| All | +11.7% | +74.1% | -62.4% | -9.8% |
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 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