+0.2%
D vs TPG
+74.1%
-74.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -2.2% | -9.4% | +7.2% | -1.5% |
| 30D | -4.5% | -5.3% | +0.8% | -4.1% |
| 3M | -2.5% | +12.9% | -15.4% | -3.6% |
| 6M | +5.5% | +20.1% | -14.5% | +3.6% |
| YTD | +13.3% | -22.5% | +35.8% | +15.5% |
| 1Y | +11.8% | -19.7% | +31.5% | +13.4% |
| 3Y | +56.7% | +81.2% | -24.5% | +41.0% |
| All | +0.2% | +74.1% | -74.0% | -9.9% |
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