+82.1%
EWZ vs TPG
+74.1%
+8.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | +0.9% | -9.4% | +10.3% | +2.7% |
| 30D | +12.8% | -5.3% | +18.0% | +13.7% |
| 3M | +10.8% | +12.9% | -2.2% | +7.5% |
| 6M | +2.5% | +20.1% | -17.6% | -1.9% |
| YTD | +21.4% | -22.5% | +43.8% | +26.2% |
| 1Y | +32.8% | -19.7% | +52.5% | +36.6% |
| 3Y | +45.2% | +81.2% | -36.0% | +22.0% |
| All | +82.1% | +74.1% | +8.0% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling