+44.6%
BAC vs TPG
+74.1%
-29.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | 0.0% | -9.4% | +9.4% | +3.5% |
| 30D | -2.8% | -5.3% | +2.5% | -1.3% |
| 3M | +14.2% | +12.9% | +1.3% | +8.3% |
| 6M | +30.5% | +20.1% | +10.5% | +20.1% |
| YTD | +15.8% | -22.5% | +38.3% | +25.0% |
| 1Y | +26.2% | -19.7% | +45.8% | +33.5% |
| 3Y | +136.5% | +81.2% | +55.3% | +78.9% |
| All | +44.6% | +74.1% | -29.5% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling