+22.3%
COMP vs TPG
+78.6%
-56.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | +2.5% |
| 7D | +0.8% | -6.5% | +7.4% | +6.3% |
| 30D | -13.9% | +0.1% | -13.9% | -14.1% |
| 3M | +30.7% | +14.5% | +16.2% | +16.3% |
| 6M | +18.7% | +17.3% | +1.3% | +2.8% |
| YTD | +1.0% | -20.5% | +21.6% | +18.1% |
| 1Y | +15.1% | -13.2% | +28.3% | +22.7% |
| 3Y | +219.8% | +87.7% | +132.0% | +35.1% |
| All | +22.3% | +78.6% | -56.3% | -46.1% |
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