+32.1%
DD vs TPG
+74.1%
-42.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -3.5% | -9.4% | +5.9% | -0.4% |
| 30D | -11.7% | -5.3% | -6.4% | -10.4% |
| 3M | -9.2% | +12.9% | -22.1% | -13.5% |
| 6M | -7.2% | +20.1% | -27.3% | -13.9% |
| YTD | +6.6% | -22.5% | +29.1% | +14.4% |
| 1Y | +32.0% | -19.7% | +51.7% | +39.1% |
| 3Y | +42.1% | +81.2% | -39.1% | +6.2% |
| All | +32.1% | +74.1% | -42.0% | -8.9% |
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