+450.5%
COMP vs TPG
+78.7%
+371.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | +1.8% |
| 7D | +14.5% | +3.1% | +11.5% | +12.8% |
| 30D | +14.9% | +9.7% | +5.2% | +9.2% |
| 3M | -14.2% | +2.5% | -16.7% | -15.2% |
| 6M | +23.7% | +14.0% | +9.7% | +15.2% |
| YTD | +2.1% | -19.3% | +21.4% | +11.7% |
| 1Y | +26.2% | -5.8% | +32.0% | +26.5% |
| All | +450.5% | +78.7% | +371.9% | +87.8% |
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