+41.5%
ESI vs TPG
-6.0%
+47.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.3% |
| 7D | +3.3% | -2.4% | +5.8% | +4.2% |
| 30D | -5.9% | +11.1% | -16.9% | -9.5% |
| 3M | -14.1% | +26.3% | -40.3% | -21.4% |
| 6M | +6.6% | +18.3% | -11.8% | -0.7% |
| YTD | +45.0% | -14.4% | +59.5% | +54.5% |
| 1Y | +41.5% | -6.7% | +48.2% | +44.9% |
| All | +41.5% | -6.0% | +47.5% | +44.9% |
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