+189.0%
B vs TPG
+78.9%
+110.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.9% |
| 7D | -5.0% | -11.8% | +6.8% | -3.0% |
| 30D | +8.7% | -6.3% | +15.0% | +9.8% |
| 3M | +17.3% | +13.6% | +3.7% | +14.5% |
| 6M | -5.0% | +13.8% | -18.9% | -7.4% |
| YTD | +1.4% | -23.7% | +25.2% | +4.7% |
| 1Y | +50.5% | -18.2% | +68.7% | +53.5% |
| All | +189.0% | +78.9% | +110.1% | +163.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling