-23.4%
BA vs TPG
+78.3%
-101.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.1% | +5.0% | -6.1% | -2.9% |
| 30D | -7.1% | +15.7% | -22.8% | -12.2% |
| 3M | -25.5% | -10.6% | -15.0% | -22.9% |
| 6M | -28.7% | +15.9% | -44.7% | -33.1% |
| YTD | -21.0% | -20.6% | -0.4% | -15.9% |
| 1Y | -11.9% | -11.8% | -0.1% | -10.3% |
| 3Y | -16.2% | +71.6% | -87.7% | -37.4% |
| All | -23.4% | +78.3% | -101.7% | -49.2% |
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