+40.3%
DLR vs TPG
+78.6%
-38.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.9% |
| 7D | +2.9% | -6.5% | +9.4% | +4.8% |
| 30D | -1.2% | +0.1% | -1.2% | -1.5% |
| 3M | +2.9% | +14.5% | -11.6% | -1.6% |
| 6M | +6.7% | +17.3% | -10.7% | +0.9% |
| YTD | +23.9% | -20.5% | +44.4% | +30.4% |
| 1Y | +18.6% | -13.2% | +31.9% | +21.1% |
| 3Y | +59.7% | +87.7% | -28.1% | +21.0% |
| All | +40.3% | +78.6% | -38.3% | +4.0% |
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