-2.3%
ES vs TPG
+85.9%
-88.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.9% |
| 7D | +1.4% | -2.9% | +4.3% | +1.7% |
| 30D | -1.2% | +5.0% | -6.2% | -1.7% |
| 3M | +5.0% | +24.9% | -19.9% | +2.7% |
| 6M | -2.8% | +21.1% | -23.9% | -4.8% |
| YTD | +8.6% | -17.3% | +25.8% | +10.3% |
| 1Y | +18.9% | -9.8% | +28.8% | +19.4% |
| 3Y | +32.1% | +95.4% | -63.3% | +15.9% |
| All | -2.3% | +85.9% | -88.2% | -14.8% |
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