+43.1%
MOD vs TPG
-6.0%
+49.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.7% |
| 7D | +9.6% | -2.4% | +12.0% | +10.5% |
| 30D | 0.0% | +11.1% | -11.1% | -4.2% |
| 3M | -35.4% | +26.3% | -61.6% | -41.1% |
| 6M | -7.3% | +18.3% | -25.6% | -13.7% |
| YTD | +45.8% | -14.4% | +60.2% | +52.2% |
| 1Y | +43.1% | -6.7% | +49.9% | +46.6% |
| All | +43.1% | -6.0% | +49.1% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling