-22.2%
LUNR vs TPG
+15.9%
-38.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.4% |
| 7D | -3.1% | -9.4% | +6.3% | -0.1% |
| 30D | -15.3% | -5.3% | -10.1% | -14.6% |
| 3M | -53.2% | +12.9% | -66.1% | -55.6% |
| 6M | -22.2% | +20.1% | -42.3% | -25.2% |
| All | -22.2% | +15.9% | -38.1% | -25.2% |
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