+303.0%
APP vs TPG
+92.2%
+210.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.9% |
| 7D | +0.9% | -2.4% | +3.3% | +2.4% |
| 30D | -23.3% | +11.1% | -34.4% | -29.2% |
| 3M | -42.6% | +26.3% | -68.9% | -52.0% |
| 6M | -33.6% | +18.3% | -52.0% | -42.1% |
| YTD | -52.4% | -14.4% | -38.0% | -49.0% |
| 1Y | -35.9% | -6.7% | -29.2% | -36.5% |
| 3Y | +642.2% | +111.5% | +530.7% | +280.3% |
| All | +303.0% | +92.2% | +210.7% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling