+74.7%
MRK vs TPG
-16.9%
+91.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.6% |
| 7D | -4.3% | -9.4% | +5.2% | -3.8% |
| 30D | +8.3% | -5.3% | +13.5% | +8.6% |
| 3M | +20.0% | +12.9% | +7.1% | +20.1% |
| 6M | +25.7% | +20.1% | +5.6% | +25.5% |
| YTD | +38.7% | -22.5% | +61.2% | +42.0% |
| 1Y | +74.7% | -19.7% | +94.4% | +71.4% |
| All | +74.7% | -16.9% | +91.6% | +71.4% |
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