+120.4%
AS vs TPG
+39.6%
+80.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | -4.9% | -2.4% | -2.4% | -3.9% |
| 30D | -19.6% | +11.1% | -30.7% | -23.5% |
| 3M | -14.4% | +26.3% | -40.6% | -23.4% |
| 6M | -20.1% | +18.3% | -38.5% | -26.7% |
| YTD | -20.9% | -14.4% | -6.5% | -16.3% |
| 1Y | -21.9% | -6.7% | -15.1% | -21.3% |
| All | +120.4% | +39.6% | +80.8% | +79.2% |
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