+85.5%
BP vs TPG
+78.6%
+7.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +2.4% |
| 7D | +4.0% | -6.5% | +10.5% | +5.0% |
| 30D | +7.8% | +0.1% | +7.8% | +7.5% |
| 3M | +8.4% | +14.5% | -6.2% | +5.4% |
| 6M | +15.1% | +17.3% | -2.3% | +11.0% |
| YTD | +36.4% | -20.5% | +56.9% | +41.1% |
| 1Y | +40.9% | -13.2% | +54.1% | +42.6% |
| 3Y | +38.8% | +87.7% | -48.9% | +16.3% |
| All | +85.5% | +78.6% | +7.0% | +49.3% |
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