-1.6%
M vs TPG
+74.1%
-75.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.6% | +6.1% | +6.9% |
| 7D | -4.2% | -9.4% | +5.2% | +0.5% |
| 30D | -7.2% | -5.3% | -1.9% | -5.0% |
| 3M | -11.1% | +12.9% | -24.1% | -16.8% |
| 6M | +28.8% | +20.1% | +8.7% | +15.9% |
| YTD | +2.0% | -22.5% | +24.5% | +13.3% |
| 1Y | +31.3% | -19.7% | +50.9% | +42.2% |
| 3Y | +119.1% | +81.2% | +37.9% | +47.8% |
| All | -1.6% | +74.1% | -75.7% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling