+64.8%
EFA vs TPG
+81.8%
-17.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -1.5% | -9.4% | +7.9% | +0.2% |
| 30D | -1.7% | -5.3% | +3.6% | -0.8% |
| 3M | +3.5% | +12.9% | -9.4% | +0.8% |
| 6M | +9.5% | +20.1% | -10.6% | +5.1% |
| YTD | +12.9% | -22.5% | +35.4% | +17.4% |
| 1Y | +18.2% | -19.7% | +37.9% | +21.7% |
| 3Y | +64.8% | +81.2% | -16.4% | +31.0% |
| All | +64.8% | +81.8% | -17.0% | +31.0% |
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 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