-39.5%
DG vs TPG
+74.1%
-113.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | -6.5% | -9.4% | +2.9% | -5.9% |
| 30D | +4.2% | -5.3% | +9.4% | +4.5% |
| 3M | +9.5% | +12.9% | -3.4% | +8.7% |
| 6M | -13.1% | +20.1% | -33.2% | -14.1% |
| YTD | -4.8% | -22.5% | +17.7% | -3.8% |
| 1Y | +20.6% | -19.7% | +40.3% | +21.6% |
| 3Y | +4.9% | +81.2% | -76.3% | -4.1% |
| All | -39.5% | +74.1% | -113.6% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling