-24.2%
F vs TPG
+74.1%
-98.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | -4.4% | -9.4% | +5.0% | -0.5% |
| 30D | +1.0% | -5.3% | +6.3% | +3.0% |
| 3M | -4.0% | +12.9% | -16.9% | -9.7% |
| 6M | +18.1% | +20.1% | -2.0% | +7.4% |
| YTD | +10.2% | -22.5% | +32.7% | +20.4% |
| 1Y | +24.3% | -19.7% | +44.0% | +32.8% |
| 3Y | +38.1% | +81.2% | -43.1% | -8.0% |
| All | -24.2% | +74.1% | -98.4% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling