+92.7%
AR vs TPG
+74.1%
+18.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.3% |
| 7D | -2.5% | -9.4% | +6.9% | +0.1% |
| 30D | +2.5% | -5.3% | +7.8% | +3.7% |
| 3M | +12.3% | +12.9% | -0.6% | +7.5% |
| 6M | -3.1% | +20.1% | -23.2% | -9.8% |
| YTD | +11.5% | -22.5% | +34.0% | +18.5% |
| 1Y | +17.0% | -19.7% | +36.7% | +22.1% |
| 3Y | +47.3% | +81.2% | -33.9% | +13.8% |
| All | +92.7% | +74.1% | +18.6% | +41.0% |
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