+33.1%
DD vs TPG
+78.6%
-45.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -1.3% |
| 7D | -3.8% | -6.5% | +2.7% | -1.7% |
| 30D | -9.2% | +0.1% | -9.3% | -9.5% |
| 3M | -9.0% | +14.5% | -23.5% | -13.6% |
| 6M | -5.0% | +17.3% | -22.3% | -11.0% |
| YTD | +7.4% | -20.5% | +27.9% | +14.3% |
| 1Y | +35.1% | -13.2% | +48.4% | +38.6% |
| 3Y | +43.2% | +87.7% | -44.5% | +5.8% |
| All | +33.1% | +78.6% | -45.5% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling