-2.0%
BROS vs TPG
+78.6%
-80.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -0.1% |
| 7D | -6.6% | -6.5% | -0.1% | -3.6% |
| 30D | -12.3% | +0.1% | -12.4% | -12.7% |
| 3M | -22.2% | +14.5% | -36.7% | -28.4% |
| 6M | -14.3% | +17.3% | -31.6% | -22.6% |
| YTD | -26.6% | -20.5% | -6.1% | -19.4% |
| 1Y | -31.5% | -13.2% | -18.3% | -28.7% |
| 3Y | +62.3% | +87.7% | -25.5% | +3.7% |
| All | -2.0% | +78.6% | -80.6% | -40.7% |
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 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