+143.4%
MS vs TPG
+74.1%
+69.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.1% |
| 7D | -1.5% | -9.4% | +7.9% | +2.8% |
| 30D | -1.5% | -5.3% | +3.8% | +0.5% |
| 3M | +1.4% | +12.9% | -11.6% | -4.9% |
| 6M | +34.7% | +20.1% | +14.6% | +22.1% |
| YTD | +22.7% | -22.5% | +45.2% | +35.2% |
| 1Y | +40.1% | -19.7% | +59.8% | +51.0% |
| 3Y | +181.4% | +81.2% | +100.2% | +110.4% |
| All | +143.4% | +74.1% | +69.3% | +72.7% |
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