+298.8%
APH vs TPG
+78.3%
+220.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | +4.9% | +5.0% | -0.1% | +3.2% |
| 30D | -5.4% | +15.7% | -21.1% | -10.2% |
| 3M | -5.5% | -10.6% | +5.1% | -2.3% |
| 6M | +25.9% | +15.9% | +10.0% | +18.0% |
| YTD | +16.4% | -20.6% | +37.0% | +23.4% |
| 1Y | +16.5% | -11.8% | +28.2% | +18.3% |
| 3Y | +270.9% | +71.6% | +199.3% | +188.1% |
| All | +298.8% | +78.3% | +220.5% | +183.4% |
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