+40.3%
BP vs TPG
+81.8%
-41.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | +5.2% | -9.4% | +14.6% | +6.2% |
| 30D | +8.7% | -5.3% | +14.0% | +9.1% |
| 3M | +9.3% | +12.9% | -3.6% | +7.3% |
| 6M | +13.6% | +20.1% | -6.5% | +10.1% |
| YTD | +37.7% | -22.5% | +60.2% | +43.0% |
| 1Y | +40.6% | -19.7% | +60.3% | +44.6% |
| 3Y | +40.3% | +81.2% | -40.9% | +26.5% |
| All | +40.3% | +81.8% | -41.5% | +26.5% |
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