-33.7%
HDB vs TPG
+71.4%
-105.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +3.0% | -0.2% |
| 7D | -6.2% | -11.8% | +5.6% | -3.7% |
| 30D | -6.2% | -6.3% | 0.0% | -5.1% |
| 3M | -5.9% | +13.6% | -19.4% | -8.8% |
| 6M | -25.9% | +13.8% | -39.8% | -28.4% |
| YTD | -40.2% | -23.7% | -16.5% | -37.5% |
| 1Y | -38.0% | -18.2% | -19.8% | -36.4% |
| 3Y | -30.5% | +80.1% | -110.6% | -44.9% |
| All | -33.7% | +71.4% | -105.1% | -49.3% |
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