-13.8%
LOW vs TPG
+74.1%
-88.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -3.7% | -9.4% | +5.7% | -1.1% |
| 30D | -8.9% | -5.3% | -3.6% | -7.7% |
| 3M | -10.4% | +12.9% | -23.3% | -13.7% |
| 6M | -19.4% | +20.1% | -39.5% | -24.0% |
| YTD | -17.1% | -22.5% | +5.4% | -12.2% |
| 1Y | -26.3% | -19.7% | -6.6% | -23.0% |
| 3Y | -9.9% | +81.2% | -91.1% | -30.9% |
| All | -13.8% | +74.1% | -88.0% | -37.0% |
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