-14.3%
GME vs TPG
-6.0%
-8.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +7.2% | -2.4% | +9.7% | +7.3% |
| 30D | +0.8% | +11.1% | -10.3% | +0.3% |
| 3M | -14.0% | +26.3% | -40.2% | -15.0% |
| 6M | -19.7% | +18.3% | -38.1% | -20.3% |
| YTD | -4.6% | -14.4% | +9.8% | -3.1% |
| 1Y | -14.3% | -6.7% | -7.6% | -12.7% |
| All | -14.3% | -6.0% | -8.3% | -12.7% |
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 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