+308.5%
APH vs TPG
+71.4%
+237.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | +0.1% |
| 7D | -2.2% | -11.8% | +9.6% | +2.1% |
| 30D | -4.0% | -6.3% | +2.2% | -2.3% |
| 3M | +7.7% | +13.6% | -5.8% | +1.9% |
| 6M | +17.8% | +13.8% | +4.0% | +10.8% |
| YTD | +19.2% | -23.7% | +42.9% | +28.6% |
| 1Y | +35.7% | -18.2% | +53.9% | +41.5% |
| 3Y | +282.9% | +80.1% | +202.8% | +192.8% |
| All | +308.5% | +71.4% | +237.1% | +195.2% |
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