+58.3%
MA vs TPG
+74.1%
-15.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -1.7% | -9.4% | +7.7% | +0.7% |
| 30D | +1.7% | -5.3% | +6.9% | +2.9% |
| 3M | +17.2% | +12.9% | +4.3% | +13.0% |
| 6M | +13.3% | +20.1% | -6.8% | +6.9% |
| YTD | +0.2% | -22.5% | +22.7% | +5.8% |
| 1Y | -2.7% | -19.7% | +17.0% | +1.3% |
| 3Y | +39.1% | +81.2% | -42.1% | +8.0% |
| All | +58.3% | +74.1% | -15.9% | +18.2% |
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 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