-4.3%
BROS vs TPG
+74.1%
-78.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.3% |
| 7D | -5.8% | -9.4% | +3.7% | -1.2% |
| 30D | -14.0% | -5.3% | -8.7% | -12.0% |
| 3M | -32.5% | +12.9% | -45.4% | -37.4% |
| 6M | -14.9% | +20.1% | -35.0% | -24.2% |
| YTD | -28.3% | -22.5% | -5.8% | -20.3% |
| 1Y | -34.0% | -19.7% | -14.3% | -28.5% |
| 3Y | +63.0% | +81.2% | -18.2% | +6.1% |
| All | -4.3% | +74.1% | -78.4% | -41.4% |
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