-30.1%
DOCS vs TPG
+81.2%
-111.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -4.2% | -1.1% | -3.1% | -3.8% |
| 30D | +8.6% | +10.0% | -1.3% | +2.6% |
| 3M | +27.2% | -0.9% | +28.1% | +27.2% |
| 6M | +26.5% | +15.1% | +11.4% | +15.4% |
| YTD | -25.0% | -19.4% | -5.6% | -17.6% |
| 1Y | -37.0% | -9.0% | -28.0% | -35.9% |
| 3Y | +39.4% | +76.2% | -36.8% | -13.9% |
| All | -30.1% | +81.2% | -111.2% | -58.3% |
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