-99.8%
BIYA vs TPG
+2.0%
-101.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.8% |
| 7D | -1.8% | -9.4% | +7.7% | +2.1% |
| 30D | -17.5% | -5.3% | -12.2% | -16.1% |
| 3M | -78.0% | +12.9% | -90.9% | -79.8% |
| 6M | -89.5% | +20.1% | -109.6% | -90.8% |
| YTD | -94.3% | -22.5% | -71.8% | -93.4% |
| 1Y | -98.6% | -19.7% | -78.9% | -98.4% |
| All | -99.8% | +2.0% | -101.8% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling