+162.0%
B vs TPG
+74.1%
+87.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -2.4% | -9.4% | +7.0% | -0.9% |
| 30D | +6.3% | -5.3% | +11.6% | +7.2% |
| 3M | +12.1% | +12.9% | -0.8% | +9.8% |
| 6M | -3.1% | +20.1% | -23.2% | -6.1% |
| YTD | +2.0% | -22.5% | +24.5% | +5.0% |
| 1Y | +51.7% | -19.7% | +71.4% | +55.1% |
| 3Y | +190.5% | +81.2% | +109.3% | +158.9% |
| All | +162.0% | +74.1% | +87.8% | +131.6% |
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