-31.5%
EFX vs TPG
+71.4%
-102.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.5% |
| 7D | -11.1% | -11.8% | +0.7% | -6.7% |
| 30D | -7.4% | -6.3% | -1.1% | -5.1% |
| 3M | +1.5% | +13.6% | -12.1% | -3.8% |
| 6M | -13.7% | +13.8% | -27.5% | -18.7% |
| YTD | -21.9% | -23.7% | +1.9% | -14.3% |
| 1Y | -30.8% | -18.2% | -12.6% | -26.6% |
| 3Y | -12.4% | +80.1% | -92.5% | -37.0% |
| All | -31.5% | +71.4% | -102.9% | -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 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