+83.9%
EWZ vs TPG
+71.4%
+12.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.1% |
| 7D | +1.1% | -11.8% | +13.0% | +3.5% |
| 30D | +13.5% | -6.3% | +19.7% | +14.6% |
| 3M | +15.2% | +13.6% | +1.7% | +11.7% |
| 6M | +3.7% | +13.8% | -10.1% | +0.3% |
| YTD | +22.5% | -23.7% | +46.3% | +27.8% |
| 1Y | +35.3% | -18.2% | +53.4% | +38.5% |
| 3Y | +50.2% | +80.1% | -29.9% | +26.3% |
| All | +83.9% | +71.4% | +12.5% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling