-31.1%
EFX vs TPG
+74.1%
-105.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | -4.5% | -9.4% | +4.9% | -0.9% |
| 30D | -6.1% | -5.3% | -0.8% | -4.2% |
| 3M | +6.2% | +12.9% | -6.7% | +1.0% |
| 6M | -11.2% | +20.1% | -31.3% | -18.1% |
| YTD | -21.4% | -22.5% | +1.1% | -14.3% |
| 1Y | -34.3% | -19.7% | -14.6% | -29.8% |
| 3Y | -12.5% | +81.2% | -93.7% | -37.2% |
| All | -31.1% | +74.1% | -105.3% | -52.3% |
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 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