-0.8%
ES vs TPG
+78.3%
-79.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +2.7% | +5.0% | -2.3% | +2.2% |
| 30D | +7.6% | +15.7% | -8.1% | +6.1% |
| 3M | +0.5% | -10.6% | +11.1% | +1.3% |
| 6M | +7.6% | +15.9% | -8.3% | +5.8% |
| YTD | +10.2% | -20.6% | +30.8% | +12.2% |
| 1Y | +1.8% | -11.8% | +13.6% | +2.4% |
| 3Y | +55.4% | +71.6% | -16.2% | +38.5% |
| All | -0.8% | +78.3% | -79.1% | -13.4% |
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