+55.0%
ESI vs TPG
+78.6%
-23.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | +0.5% |
| 7D | +3.9% | -6.5% | +10.4% | +6.9% |
| 30D | -3.8% | +0.1% | -3.9% | -4.2% |
| 3M | -13.1% | +14.5% | -27.6% | -18.8% |
| 6M | +11.3% | +17.3% | -6.0% | +2.4% |
| YTD | +44.1% | -20.5% | +64.6% | +56.6% |
| 1Y | +40.3% | -13.2% | +53.6% | +46.0% |
| 3Y | +84.1% | +87.7% | -3.7% | +29.8% |
| All | +55.0% | +78.6% | -23.6% | +3.9% |
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 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