+23.2%
IR vs TPG
+74.1%
-50.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | -4.5% | -9.4% | +4.9% | -0.8% |
| 30D | -13.9% | -5.3% | -8.7% | -12.4% |
| 3M | -0.3% | +12.9% | -13.3% | -5.7% |
| 6M | -14.3% | +20.1% | -34.4% | -21.4% |
| YTD | -7.9% | -22.5% | +14.6% | +0.2% |
| 1Y | -9.9% | -19.7% | +9.8% | -4.0% |
| 3Y | +6.5% | +81.2% | -74.7% | -21.2% |
| All | +23.2% | +74.1% | -50.9% | -14.8% |
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