-48.8%
IT vs TPG
+81.8%
-130.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.6% | +4.7% |
| 7D | -3.7% | -9.4% | +5.8% | -0.2% |
| 30D | +0.1% | -5.3% | +5.3% | +2.0% |
| 3M | +20.7% | +12.9% | +7.8% | +16.0% |
| 6M | +12.0% | +20.1% | -8.1% | +4.9% |
| YTD | -28.8% | -22.5% | -6.3% | -22.8% |
| 1Y | -25.5% | -19.7% | -5.8% | -20.5% |
| 3Y | -48.8% | +81.2% | -130.0% | -59.5% |
| All | -48.8% | +81.8% | -130.6% | -59.5% |
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