-8.5%
BA vs TPG
+71.4%
-79.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | +0.7% |
| 7D | -2.7% | -11.8% | +9.1% | +1.7% |
| 30D | -12.2% | -6.3% | -5.9% | -10.4% |
| 3M | -2.0% | +13.6% | -15.6% | -6.9% |
| 6M | -6.0% | +13.8% | -19.8% | -11.2% |
| YTD | -5.7% | -23.7% | +18.1% | +2.3% |
| 1Y | -10.0% | -18.2% | +8.2% | -5.8% |
| 3Y | -3.1% | +80.1% | -83.2% | -29.0% |
| All | -8.5% | +71.4% | -79.9% | -38.2% |
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 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