+27.7%
EXC vs TPG
+71.4%
-43.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.5% |
| 7D | -1.6% | -11.8% | +10.2% | -0.9% |
| 30D | -2.4% | -6.3% | +3.9% | -2.1% |
| 3M | -4.0% | +13.6% | -17.5% | -4.8% |
| 6M | -9.8% | +13.8% | -23.6% | -10.7% |
| YTD | +2.3% | -23.7% | +26.0% | +4.0% |
| 1Y | +3.8% | -18.2% | +22.0% | +4.8% |
| 3Y | +19.7% | +80.1% | -60.4% | +6.6% |
| All | +27.7% | +71.4% | -43.6% | +11.7% |
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