-39.5%
DG vs TPG
+78.6%
-118.1%
-72.6%
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% | -2.3% |
| 7D | -4.8% | -6.5% | +1.7% | -4.4% |
| 30D | +1.8% | +0.1% | +1.7% | +1.8% |
| 3M | +14.5% | +14.5% | -0.1% | +13.5% |
| 6M | -13.6% | +17.3% | -30.9% | -14.4% |
| YTD | -4.8% | -20.5% | +15.7% | -4.0% |
| 1Y | +21.6% | -13.2% | +34.8% | +22.1% |
| 3Y | +4.5% | +87.7% | -83.3% | -4.8% |
| All | -39.5% | +78.6% | -118.1% | -46.2% |
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 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