+17.2%
COMP vs TPG
+20.0%
-2.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.2% |
| 7D | +1.4% | -2.4% | +3.8% | +3.0% |
| 30D | -13.3% | +11.1% | -24.4% | -18.8% |
| 3M | +41.1% | +26.3% | +14.9% | +21.0% |
| 6M | +17.2% | +18.3% | -1.2% | +7.2% |
| All | +17.2% | +20.0% | -2.8% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling