+87.2%
BP vs TPG
+74.1%
+13.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | +5.2% | -9.4% | +14.6% | +6.7% |
| 30D | +8.7% | -5.3% | +14.0% | +9.3% |
| 3M | +9.3% | +12.9% | -3.6% | +6.6% |
| 6M | +13.6% | +20.1% | -6.5% | +9.0% |
| YTD | +37.7% | -22.5% | +60.2% | +42.9% |
| 1Y | +40.6% | -19.7% | +60.3% | +44.4% |
| 3Y | +40.3% | +81.2% | -40.9% | +18.2% |
| All | +87.2% | +74.1% | +13.1% | +51.2% |
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 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