+59.4%
MKSI vs TPG
+74.1%
-14.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.1% |
| 7D | +2.7% | -9.4% | +12.1% | +9.2% |
| 30D | -12.8% | -5.3% | -7.5% | -10.7% |
| 3M | -22.5% | +12.9% | -35.4% | -29.7% |
| 6M | +19.4% | +20.1% | -0.7% | +2.6% |
| YTD | +67.7% | -22.5% | +90.2% | +90.8% |
| 1Y | +131.4% | -19.7% | +151.1% | +155.4% |
| 3Y | +197.3% | +81.2% | +116.1% | +91.7% |
| All | +59.4% | +74.1% | -14.8% | -4.2% |
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 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