-10.9%
GTLB vs TPG
+81.8%
-92.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.5% |
| 7D | -5.7% | -9.4% | +3.7% | -0.7% |
| 30D | +15.1% | -5.3% | +20.4% | +18.5% |
| 3M | +65.5% | +12.9% | +52.5% | +54.5% |
| 6M | +102.9% | +20.1% | +82.8% | +82.0% |
| YTD | +25.2% | -22.5% | +47.7% | +41.9% |
| 1Y | -5.5% | -19.7% | +14.2% | +4.0% |
| 3Y | -10.9% | +81.2% | -92.1% | -45.1% |
| All | -10.9% | +81.8% | -92.7% | -45.1% |
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