+43.9%
BAC vs TPG
+85.9%
-42.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.7% |
| 7D | +1.2% | -2.9% | +4.0% | +2.2% |
| 30D | -0.7% | +5.0% | -5.8% | -2.8% |
| 3M | +16.9% | +24.9% | -8.0% | +6.9% |
| 6M | +29.6% | +21.1% | +8.5% | +19.1% |
| YTD | +15.3% | -17.3% | +32.5% | +21.6% |
| 1Y | +28.8% | -9.8% | +38.6% | +30.7% |
| 3Y | +136.4% | +95.4% | +41.0% | +74.2% |
| All | +43.9% | +85.9% | -42.0% | +0.8% |
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