+18.0%
EXE vs TPG
+81.8%
-63.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.3% |
| 7D | -3.1% | -9.4% | +6.3% | -2.1% |
| 30D | -0.9% | -5.3% | +4.3% | -0.4% |
| 3M | +9.6% | +12.9% | -3.4% | +7.6% |
| 6M | -11.6% | +20.1% | -31.7% | -14.2% |
| YTD | -12.6% | -22.5% | +9.9% | -9.4% |
| 1Y | +1.2% | -19.7% | +20.9% | +3.6% |
| 3Y | +18.0% | +81.2% | -63.2% | -0.7% |
| All | +18.0% | +81.8% | -63.8% | -0.7% |
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 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