+137.8%
AS vs TPG
+30.9%
+106.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.6% |
| 7D | +4.5% | +2.0% | +2.5% | +3.5% |
| 30D | +13.2% | +9.1% | +4.1% | +8.7% |
| 3M | -11.9% | +1.0% | -12.9% | -12.9% |
| 6M | -11.6% | +13.3% | -24.9% | -17.4% |
| YTD | -14.7% | -19.8% | +5.1% | -7.5% |
| 1Y | +5.7% | -6.2% | +12.0% | +5.9% |
| All | +137.8% | +30.9% | +106.8% | +98.0% |
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