+117.8%
MS vs TPG
+78.3%
+39.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +5.1% | +5.0% | 0.0% | +2.8% |
| 30D | +5.7% | +15.7% | -10.0% | -1.2% |
| 3M | -12.2% | -10.6% | -1.6% | -8.2% |
| 6M | -0.5% | +15.9% | -16.4% | -8.2% |
| YTD | +9.8% | -20.6% | +30.5% | +19.2% |
| 1Y | +17.7% | -11.8% | +29.5% | +21.4% |
| 3Y | +176.8% | +71.6% | +105.3% | +110.7% |
| All | +117.8% | +78.3% | +39.5% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling