-35.8%
DOW vs TPG
+71.4%
-107.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +1.9% |
| 7D | -2.4% | -11.8% | +9.5% | +1.0% |
| 30D | -4.1% | -6.3% | +2.2% | -2.8% |
| 3M | -12.4% | +13.6% | -26.0% | -16.4% |
| 6M | -10.6% | +13.8% | -24.5% | -15.6% |
| YTD | +31.1% | -23.7% | +54.8% | +40.6% |
| 1Y | +30.5% | -18.2% | +48.7% | +36.3% |
| 3Y | -34.4% | +80.1% | -114.5% | -48.3% |
| All | -35.8% | +71.4% | -107.1% | -50.8% |
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