+235.5%
ET vs TPG
+78.6%
+156.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.5% |
| 7D | +0.6% | -6.5% | +7.2% | +1.9% |
| 30D | +5.3% | +0.1% | +5.2% | +5.0% |
| 3M | +15.6% | +14.5% | +1.1% | +12.0% |
| 6M | +20.6% | +17.3% | +3.3% | +15.7% |
| YTD | +38.5% | -20.5% | +59.0% | +44.0% |
| 1Y | +35.7% | -13.2% | +49.0% | +37.4% |
| 3Y | +98.4% | +87.7% | +10.6% | +65.7% |
| All | +235.5% | +78.6% | +156.9% | +163.9% |
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