+57.2%
MA vs TPG
+71.4%
-14.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | +0.7% |
| 7D | -3.5% | -11.8% | +8.4% | -0.4% |
| 30D | +0.7% | -6.3% | +7.0% | +2.2% |
| 3M | +15.8% | +13.6% | +2.2% | +11.4% |
| 6M | +10.2% | +13.8% | -3.6% | +5.5% |
| YTD | -0.5% | -23.7% | +23.2% | +5.5% |
| 1Y | -1.8% | -18.2% | +16.4% | +1.6% |
| 3Y | +38.7% | +80.1% | -41.4% | +7.8% |
| All | +57.2% | +71.4% | -14.2% | +17.9% |
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 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