+283.5%
APP vs TPG
+78.6%
+204.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | +0.4% |
| 7D | -4.4% | -6.5% | +2.1% | -0.1% |
| 30D | -10.0% | +0.1% | -10.1% | -10.7% |
| 3M | -41.4% | +14.5% | -55.9% | -47.4% |
| 6M | -41.0% | +17.3% | -58.4% | -48.3% |
| YTD | -54.7% | -20.5% | -34.2% | -49.1% |
| 1Y | -45.3% | -13.2% | -32.1% | -43.2% |
| 3Y | +624.3% | +87.7% | +536.5% | +303.9% |
| All | +283.5% | +78.6% | +204.9% | +99.6% |
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