+274.9%
C vs TPG
+81.8%
+193.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.5% |
| 7D | +0.8% | -9.4% | +10.2% | +5.0% |
| 30D | +0.9% | -5.3% | +6.2% | +2.7% |
| 3M | +1.1% | +12.9% | -11.9% | -5.2% |
| 6M | +28.4% | +20.1% | +8.3% | +16.4% |
| YTD | +20.8% | -22.5% | +43.3% | +32.9% |
| 1Y | +43.4% | -19.7% | +63.1% | +54.3% |
| 3Y | +274.9% | +81.2% | +193.7% | +173.0% |
| All | +274.9% | +81.8% | +193.1% | +173.0% |
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