+137.1%
JPM vs TPG
+74.1%
+63.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.3% |
| 7D | -0.7% | -9.4% | +8.7% | +2.2% |
| 30D | -2.5% | -5.3% | +2.8% | -1.2% |
| 3M | +14.1% | +12.9% | +1.2% | +9.3% |
| 6M | +25.1% | +20.1% | +5.0% | +16.9% |
| YTD | +12.1% | -22.5% | +34.6% | +19.6% |
| 1Y | +18.8% | -19.7% | +38.5% | +24.6% |
| 3Y | +163.4% | +81.2% | +82.2% | +111.7% |
| All | +137.1% | +74.1% | +63.0% | +79.9% |
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