+164.5%
B vs TPG
+85.9%
+78.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -0.9% |
| 7D | +2.3% | -2.9% | +5.2% | +2.8% |
| 30D | +1.4% | +5.0% | -3.7% | +0.5% |
| 3M | +12.2% | +24.9% | -12.7% | +8.1% |
| 6M | -2.1% | +21.1% | -23.2% | -5.4% |
| YTD | +2.9% | -17.3% | +20.2% | +4.9% |
| 1Y | +55.3% | -9.8% | +65.1% | +56.0% |
| 3Y | +198.7% | +95.4% | +103.3% | +163.2% |
| All | +164.5% | +85.9% | +78.6% | +131.5% |
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