-69.1%
BAX vs TPG
+71.4%
-140.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | +0.1% |
| 7D | -5.4% | -11.8% | +6.4% | -2.6% |
| 30D | -12.4% | -6.3% | -6.1% | -11.1% |
| 3M | +19.1% | +13.6% | +5.5% | +15.3% |
| 6M | +38.6% | +13.8% | +24.8% | +33.7% |
| YTD | +26.7% | -23.7% | +50.4% | +33.6% |
| 1Y | +1.0% | -18.2% | +19.2% | +4.6% |
| 3Y | -33.9% | +80.1% | -114.0% | -43.7% |
| All | -69.1% | +71.4% | -140.4% | -74.2% |
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 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