+48.1%
LUNR vs TPG
+74.1%
-26.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.2% |
| 7D | -3.1% | -9.4% | +6.3% | -0.9% |
| 30D | -15.3% | -5.3% | -10.1% | -14.5% |
| 3M | -53.2% | +12.9% | -66.1% | -54.6% |
| 6M | -22.2% | +20.1% | -42.3% | -25.7% |
| YTD | -11.6% | -22.5% | +10.9% | -7.2% |
| 1Y | +68.4% | -19.7% | +88.1% | +75.5% |
| 3Y | +216.8% | +81.2% | +135.6% | +292.1% |
| All | +48.1% | +74.1% | -26.0% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling