+63.0%
BROS vs TPG
+81.8%
-18.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.4% |
| 7D | -5.8% | -9.4% | +3.7% | -2.0% |
| 30D | -14.0% | -5.3% | -8.7% | -12.3% |
| 3M | -32.5% | +12.9% | -45.4% | -36.6% |
| 6M | -14.9% | +20.1% | -35.0% | -22.8% |
| YTD | -28.3% | -22.5% | -5.8% | -21.0% |
| 1Y | -34.0% | -19.7% | -14.3% | -28.9% |
| 3Y | +63.0% | +81.2% | -18.2% | +20.7% |
| All | +63.0% | +81.8% | -18.9% | +20.7% |
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