+72.8%
EXE vs TPG
+78.6%
-5.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.9% |
| 7D | -2.7% | -6.5% | +3.8% | -1.6% |
| 30D | -0.4% | +0.1% | -0.4% | -0.6% |
| 3M | +9.5% | +14.5% | -5.0% | +6.5% |
| 6M | -9.3% | +17.3% | -26.7% | -12.6% |
| YTD | -10.9% | -20.5% | +9.6% | -7.8% |
| 1Y | +4.3% | -13.2% | +17.5% | +5.4% |
| 3Y | +18.8% | +87.7% | -68.9% | -2.1% |
| All | +72.8% | +78.6% | -5.8% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling