-49.1%
DOCS vs TPG
+78.6%
-127.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | +1.2% |
| 7D | -8.1% | -6.5% | -1.6% | -4.5% |
| 30D | -5.6% | +0.1% | -5.7% | -5.6% |
| 3M | +18.3% | +14.5% | +3.8% | +9.3% |
| 6M | -5.1% | +17.3% | -22.4% | -14.4% |
| YTD | -45.4% | -20.5% | -24.9% | -39.1% |
| 1Y | -65.2% | -13.2% | -52.0% | -63.5% |
| 3Y | +6.6% | +87.7% | -81.1% | -36.9% |
| All | -49.1% | +78.6% | -127.7% | -69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling