+414.3%
APP vs TPG
+78.3%
+335.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | +4.6% | +5.0% | -0.5% | +1.4% |
| 30D | +56.0% | +15.7% | +40.4% | +39.7% |
| 3M | +30.8% | -10.6% | +41.4% | +37.9% |
| 6M | -9.8% | +15.9% | -25.7% | -21.7% |
| YTD | -39.3% | -20.6% | -18.7% | -32.9% |
| 1Y | -26.4% | -11.8% | -14.7% | -25.0% |
| 3Y | +887.9% | +71.6% | +816.4% | +480.5% |
| All | +414.3% | +78.3% | +335.9% | +162.9% |
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