+237.5%
DOCN vs TPG
+75.0%
+162.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | +19.1% | +5.0% | +14.1% | +16.0% |
| 30D | -21.0% | +15.7% | -36.7% | -27.2% |
| 3M | -34.7% | -10.6% | -24.2% | -31.2% |
| 6M | -45.8% | +15.9% | -61.7% | -51.7% |
| YTD | +79.4% | -20.6% | +100.0% | +102.0% |
| 1Y | +91.0% | -11.8% | +102.8% | +97.8% |
| 3Y | +237.5% | +71.6% | +165.9% | +107.6% |
| All | +237.5% | +75.0% | +162.5% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling