+24.9%
ESI vs TPG
+0.9%
+24.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.7% | -8.3% | -5.6% |
| 7D | -6.6% | +12.5% | -19.1% | -9.5% |
| 30D | -10.9% | +12.7% | -23.6% | -14.0% |
| 3M | -13.8% | +3.5% | -17.3% | -14.9% |
| 6M | -21.5% | +14.1% | -35.6% | -25.4% |
| YTD | +34.7% | -18.5% | +53.2% | +45.2% |
| 1Y | +24.9% | -1.8% | +26.7% | +22.1% |
| All | +24.9% | +0.9% | +24.0% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling