+68.6%
MAR vs TPG
+81.8%
-13.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | -0.5% | -9.4% | +8.9% | +2.5% |
| 30D | -5.4% | -5.3% | -0.2% | -4.1% |
| 3M | -15.5% | +12.9% | -28.4% | -19.6% |
| 6M | +3.0% | +20.1% | -17.1% | -4.7% |
| YTD | +8.5% | -22.5% | +31.0% | +17.2% |
| 1Y | +26.0% | -19.7% | +45.6% | +33.3% |
| 3Y | +68.6% | +81.2% | -12.6% | +30.6% |
| All | +68.6% | +81.8% | -13.2% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling