+61.8%
APA vs TPG
+74.1%
-12.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | +4.6% | -9.4% | +14.0% | +7.9% |
| 30D | +11.9% | -5.3% | +17.2% | +13.3% |
| 3M | +22.5% | +12.9% | +9.6% | +16.0% |
| 6M | +37.5% | +20.1% | +17.5% | +25.4% |
| YTD | +87.2% | -22.5% | +109.6% | +101.8% |
| 1Y | +101.4% | -19.7% | +121.1% | +112.5% |
| 3Y | +16.9% | +81.2% | -64.3% | -12.1% |
| All | +61.8% | +74.1% | -12.3% | +13.9% |
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