+52.4%
ECL vs TPG
+78.9%
-26.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.2% |
| 7D | -2.6% | -11.8% | +9.2% | -1.3% |
| 30D | -4.6% | -6.3% | +1.7% | -4.0% |
| 3M | +6.0% | +13.6% | -7.6% | +4.3% |
| 6M | -3.0% | +13.8% | -16.8% | -4.7% |
| YTD | +4.0% | -23.7% | +27.7% | +6.7% |
| 1Y | +2.0% | -18.2% | +20.2% | +3.6% |
| All | +52.4% | +78.9% | -26.5% | +25.9% |
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