-1.4%
MCHP vs TPG
+74.1%
-75.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.0% | +2.8% |
| 7D | 0.0% | -9.4% | +9.5% | +5.2% |
| 30D | -6.0% | -5.3% | -0.8% | -4.0% |
| 3M | -19.7% | +12.9% | -32.6% | -25.5% |
| 6M | +14.0% | +20.1% | -6.1% | +1.1% |
| YTD | +18.4% | -22.5% | +40.9% | +32.4% |
| 1Y | +17.1% | -19.7% | +36.8% | +27.6% |
| 3Y | +0.7% | +81.2% | -80.5% | -31.7% |
| All | -1.4% | +74.1% | -75.5% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling