+44.6%
GM vs TPG
+74.1%
-29.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.3% |
| 7D | -2.4% | -9.4% | +7.0% | +1.7% |
| 30D | -1.1% | -5.3% | +4.1% | +0.7% |
| 3M | +6.1% | +12.9% | -6.8% | -0.4% |
| 6M | +15.0% | +20.1% | -5.1% | +4.3% |
| YTD | +6.0% | -22.5% | +28.5% | +16.0% |
| 1Y | +47.1% | -19.7% | +66.8% | +57.3% |
| 3Y | +170.5% | +81.2% | +89.3% | +81.4% |
| All | +44.6% | +74.1% | -29.5% | -10.7% |
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 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