+144.5%
MS vs TPG
+78.6%
+66.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.3% |
| 7D | +1.7% | -6.5% | +8.2% | +4.7% |
| 30D | 0.0% | +0.1% | -0.1% | -0.4% |
| 3M | +3.0% | +14.5% | -11.5% | -3.9% |
| 6M | +35.7% | +17.3% | +18.3% | +24.4% |
| YTD | +23.3% | -20.5% | +43.8% | +34.3% |
| 1Y | +44.7% | -13.2% | +57.9% | +50.5% |
| 3Y | +178.0% | +87.7% | +90.3% | +104.7% |
| All | +144.5% | +78.6% | +66.0% | +71.6% |
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