+8.1%
EWZ vs TPG
+0.9%
+7.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.0% | +1.4% |
| 7D | -4.1% | +12.5% | -16.6% | -4.8% |
| 30D | -25.0% | +12.7% | -37.7% | -25.6% |
| 3M | -10.6% | +3.5% | -14.2% | -10.9% |
| 6M | -16.6% | +14.1% | -30.7% | -18.0% |
| YTD | +2.5% | -18.5% | +21.0% | +1.2% |
| 1Y | +8.1% | -1.8% | +9.9% | +2.8% |
| All | +8.1% | +0.9% | +7.1% | +2.8% |
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 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