-30.9%
GME vs TPG
+74.1%
-105.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.1% |
| 7D | +10.4% | -9.4% | +19.8% | +14.6% |
| 30D | +14.1% | -5.3% | +19.3% | +15.9% |
| 3M | -4.6% | +12.9% | -17.6% | -10.8% |
| 6M | -13.5% | +20.1% | -33.6% | -22.1% |
| YTD | +5.3% | -22.5% | +27.8% | +14.6% |
| 1Y | -14.9% | -19.7% | +4.8% | -9.9% |
| 3Y | +24.3% | +81.2% | -56.9% | -22.1% |
| All | -30.9% | +74.1% | -105.1% | -60.6% |
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