+77.8%
DGX vs TPG
+74.1%
+3.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -0.9% | -9.4% | +8.5% | -0.1% |
| 30D | -1.2% | -5.3% | +4.1% | -0.8% |
| 3M | +15.8% | +12.9% | +2.9% | +14.4% |
| 6M | +18.2% | +20.1% | -1.9% | +16.0% |
| YTD | +37.2% | -22.5% | +59.7% | +39.9% |
| 1Y | +30.4% | -19.7% | +50.0% | +32.2% |
| 3Y | +96.7% | +81.2% | +15.5% | +75.0% |
| All | +77.8% | +74.1% | +3.7% | +52.6% |
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