-5.7%
ES vs TPG
+71.4%
-77.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +2.0% | -1.7% |
| 7D | -3.5% | -11.8% | +8.4% | -2.4% |
| 30D | -3.0% | -6.3% | +3.2% | -2.5% |
| 3M | -0.3% | +13.6% | -13.8% | -1.6% |
| 6M | -5.2% | +13.8% | -19.0% | -6.6% |
| YTD | +4.8% | -23.7% | +28.5% | +7.2% |
| 1Y | +12.7% | -18.2% | +30.9% | +14.2% |
| 3Y | +27.5% | +80.1% | -52.6% | +12.7% |
| All | -5.7% | +71.4% | -77.1% | -17.2% |
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