+117.8%
MS vs TPG
+81.2%
+36.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -1.7% | -1.1% | -0.6% | -1.3% |
| 30D | +0.9% | +10.0% | -9.0% | -3.5% |
| 3M | -10.8% | -0.9% | -9.9% | -11.2% |
| 6M | +0.9% | +15.1% | -14.2% | -6.6% |
| YTD | +9.8% | -19.4% | +29.2% | +18.4% |
| 1Y | +17.1% | -9.0% | +26.0% | +19.1% |
| 3Y | +175.7% | +76.2% | +99.5% | +107.5% |
| All | +117.8% | +81.2% | +36.6% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling