-69.5%
BAX vs TPG
+74.1%
-143.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | -7.9% | -9.4% | +1.6% | -5.7% |
| 30D | -11.7% | -5.3% | -6.4% | -10.6% |
| 3M | +16.2% | +12.9% | +3.3% | +12.7% |
| 6M | +32.0% | +20.1% | +11.9% | +25.8% |
| YTD | +24.7% | -22.5% | +47.2% | +31.0% |
| 1Y | -2.6% | -19.7% | +17.1% | +1.2% |
| 3Y | -35.0% | +81.2% | -116.2% | -44.7% |
| All | -69.5% | +74.1% | -143.7% | -74.7% |
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