+46.6%
EWZ vs TPG
+78.9%
-32.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.0% |
| 7D | +1.1% | -11.8% | +13.0% | +3.4% |
| 30D | +13.5% | -6.3% | +19.7% | +14.6% |
| 3M | +15.2% | +13.6% | +1.7% | +11.8% |
| 6M | +3.7% | +13.8% | -10.1% | +0.4% |
| YTD | +22.5% | -23.7% | +46.3% | +27.8% |
| 1Y | +35.3% | -18.2% | +53.4% | +38.3% |
| All | +46.6% | +78.9% | -32.3% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling