+149.6%
GOOGL vs TPG
+81.8%
+67.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.3% |
| 7D | 0.0% | -9.4% | +9.4% | +2.8% |
| 30D | -1.4% | -5.3% | +3.9% | -0.1% |
| 3M | -5.3% | +12.9% | -18.2% | -8.9% |
| 6M | +9.8% | +20.1% | -10.3% | +3.6% |
| YTD | +8.4% | -22.5% | +30.8% | +14.7% |
| 1Y | +41.2% | -19.7% | +60.9% | +47.2% |
| 3Y | +149.6% | +81.2% | +68.4% | +86.1% |
| All | +149.6% | +81.8% | +67.8% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling