+28.0%
ECL vs TPG
+71.4%
-43.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.7% |
| 7D | -2.6% | -11.8% | +9.2% | +0.1% |
| 30D | -4.6% | -6.3% | +1.7% | -3.4% |
| 3M | +6.0% | +13.6% | -7.6% | +2.5% |
| 6M | -3.0% | +13.8% | -16.8% | -6.6% |
| YTD | +4.0% | -23.7% | +27.7% | +9.6% |
| 1Y | +2.0% | -18.2% | +20.2% | +5.1% |
| 3Y | +53.9% | +80.1% | -26.2% | +16.1% |
| All | +28.0% | +71.4% | -43.3% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling