+2.0%
IT vs TPG
+20.0%
-18.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.2% |
| 7D | -9.1% | -6.5% | -2.6% | -6.8% |
| 30D | -12.2% | +0.1% | -12.2% | -11.6% |
| 3M | +7.8% | +14.5% | -6.7% | +6.6% |
| 6M | +2.0% | +17.3% | -15.3% | +0.8% |
| All | +2.0% | +20.0% | -18.0% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling