+48.7%
ESI vs TPG
+74.1%
-25.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | -4.6% | -9.4% | +4.8% | -0.5% |
| 30D | -10.5% | -5.3% | -5.3% | -8.7% |
| 3M | -19.8% | +12.9% | -32.7% | -24.6% |
| 6M | +5.8% | +20.1% | -14.3% | -3.7% |
| YTD | +38.3% | -22.5% | +60.8% | +52.0% |
| 1Y | +31.5% | -19.7% | +51.2% | +41.7% |
| 3Y | +80.7% | +81.2% | -0.5% | +29.5% |
| All | +48.7% | +74.1% | -25.4% | +0.8% |
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 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