+41.1%
MS vs TPG
-16.8%
+57.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | +0.2% |
| 7D | -2.1% | -11.8% | +9.8% | +2.3% |
| 30D | -1.1% | -6.3% | +5.1% | +0.9% |
| 3M | +3.5% | +13.6% | -10.1% | -2.1% |
| 6M | +33.7% | +13.8% | +19.9% | +25.7% |
| YTD | +21.8% | -23.7% | +45.5% | +33.0% |
| 1Y | +41.1% | -18.2% | +59.3% | +49.7% |
| All | +41.1% | -16.8% | +57.9% | +49.7% |
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 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