-27.1%
F vs TPG
+78.6%
-105.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.9% | 0.0% | -2.3% |
| 7D | -4.9% | -6.5% | +1.6% | -2.1% |
| 30D | -2.9% | +0.1% | -3.0% | -3.1% |
| 3M | -9.1% | +14.5% | -23.6% | -14.8% |
| 6M | +12.9% | +17.3% | -4.4% | +3.9% |
| YTD | +6.1% | -20.5% | +26.6% | +14.8% |
| 1Y | +22.5% | -13.2% | +35.8% | +26.5% |
| 3Y | +32.1% | +87.7% | -55.7% | -13.3% |
| All | -27.1% | +78.6% | -105.6% | -55.5% |
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