+50.7%
ED vs TPG
+78.6%
-27.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.7% |
| 7D | -0.2% | -6.5% | +6.4% | -0.1% |
| 30D | +1.9% | +0.1% | +1.9% | +1.9% |
| 3M | +1.9% | +14.5% | -12.7% | +1.7% |
| 6M | -2.3% | +17.3% | -19.6% | -2.4% |
| YTD | +10.9% | -20.5% | +31.4% | +11.5% |
| 1Y | +14.5% | -13.2% | +27.8% | +14.8% |
| 3Y | +33.4% | +87.7% | -54.4% | +24.1% |
| All | +50.7% | +78.6% | -27.9% | +39.0% |
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