-68.2%
EL vs TPG
+78.6%
-146.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.1% | -1.3% |
| 7D | -2.4% | -6.5% | +4.2% | +0.4% |
| 30D | +13.7% | +0.1% | +13.6% | +13.5% |
| 3M | +14.5% | +14.5% | 0.0% | +7.8% |
| 6M | +7.4% | +17.3% | -9.9% | -0.2% |
| YTD | -4.7% | -20.5% | +15.8% | +3.3% |
| 1Y | +12.9% | -13.2% | +26.2% | +17.3% |
| 3Y | -32.2% | +87.7% | -120.0% | -52.0% |
| All | -68.2% | +78.6% | -146.7% | -78.3% |
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