-5.1%
DT vs TPG
+71.4%
-76.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.7% | +3.2% |
| 7D | -2.5% | -11.8% | +9.3% | +2.4% |
| 30D | +3.5% | -6.3% | +9.8% | +6.1% |
| 3M | +26.7% | +13.6% | +13.1% | +19.4% |
| 6M | +36.1% | +13.8% | +22.3% | +27.5% |
| YTD | +18.6% | -23.7% | +42.4% | +30.4% |
| 1Y | +7.9% | -18.2% | +26.1% | +14.1% |
| 3Y | +8.6% | +80.1% | -71.6% | -25.7% |
| All | -5.1% | +71.4% | -76.5% | -39.1% |
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