+17.0%
COMP vs TPG
+78.3%
-61.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | 0.0% | +5.0% | -5.0% | -3.8% |
| 30D | +16.6% | +15.7% | +0.9% | +4.1% |
| 3M | -23.5% | -10.6% | -12.9% | -16.4% |
| 6M | +25.7% | +15.9% | +9.8% | +11.1% |
| YTD | -3.4% | -20.6% | +17.2% | +13.1% |
| 1Y | +7.6% | -11.8% | +19.3% | +14.3% |
| 3Y | +423.6% | +71.6% | +352.0% | +144.3% |
| All | +17.0% | +78.3% | -61.4% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling