+38.6%
GILD vs TPG
-9.5%
+48.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | +13.6% | +4.5% | +9.2% | +13.2% |
| 3M | +28.3% | -3.1% | +31.4% | +28.7% |
| 6M | +23.9% | +5.8% | +18.1% | +23.9% |
| YTD | +38.4% | -24.4% | +62.8% | +35.3% |
| 1Y | +38.6% | -11.1% | +49.6% | +29.2% |
| All | +38.6% | -9.5% | +48.1% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling