+31.1%
ECL vs TPG
+85.9%
-54.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.3% |
| 7D | -0.8% | -2.9% | +2.1% | -0.1% |
| 30D | -2.5% | +5.0% | -7.5% | -3.7% |
| 3M | +8.3% | +24.9% | -16.6% | +2.7% |
| 6M | -1.1% | +21.1% | -22.2% | -6.0% |
| YTD | +6.5% | -17.3% | +23.8% | +10.2% |
| 1Y | +2.1% | -9.8% | +11.9% | +2.9% |
| 3Y | +57.6% | +95.4% | -37.8% | +16.8% |
| All | +31.1% | +85.9% | -54.8% | -5.3% |
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