-35.7%
DOW vs TPG
+81.8%
-117.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.5% |
| 7D | -1.4% | -9.4% | +8.0% | +1.1% |
| 30D | -3.9% | -5.3% | +1.3% | -3.0% |
| 3M | -12.7% | +12.9% | -25.6% | -16.4% |
| 6M | -13.7% | +20.1% | -33.8% | -19.8% |
| YTD | +28.4% | -22.5% | +50.9% | +39.2% |
| 1Y | +21.8% | -19.7% | +41.4% | +29.7% |
| 3Y | -35.7% | +81.2% | -116.9% | -51.5% |
| All | -35.7% | +81.8% | -117.5% | -51.5% |
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