+2.1%
EWZ vs TPG
-12.0%
+14.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +0.8% | +5.0% | -4.3% | +0.4% |
| 30D | -24.4% | +15.7% | -40.0% | -25.2% |
| 3M | -4.6% | -10.6% | +6.0% | -3.7% |
| 6M | -11.6% | +15.9% | -27.5% | -13.2% |
| YTD | +2.4% | -20.6% | +23.0% | +1.0% |
| 1Y | +2.1% | -11.8% | +13.8% | -0.2% |
| All | +2.1% | -12.0% | +14.1% | -0.2% |
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