-8.6%
M vs TPG
+71.4%
-80.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.6% | -2.8% |
| 7D | -8.8% | -11.8% | +3.1% | -3.1% |
| 30D | -16.4% | -6.3% | -10.1% | -14.0% |
| 3M | -10.8% | +13.6% | -24.4% | -16.7% |
| 6M | +16.1% | +13.8% | +2.3% | +7.2% |
| YTD | -5.3% | -23.7% | +18.5% | +6.0% |
| 1Y | +24.9% | -18.2% | +43.0% | +33.8% |
| 3Y | +97.5% | +80.1% | +17.4% | +33.5% |
| All | -8.6% | +71.4% | -80.0% | -46.6% |
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