+147.2%
MS vs TPG
+92.2%
+55.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.7% |
| 7D | +1.4% | -2.4% | +3.8% | +2.5% |
| 30D | -0.3% | +11.1% | -11.3% | -5.1% |
| 3M | +0.3% | +26.3% | -26.0% | -10.4% |
| 6M | +31.3% | +18.3% | +13.0% | +20.1% |
| YTD | +24.7% | -14.4% | +39.1% | +31.5% |
| 1Y | +47.9% | -6.7% | +54.6% | +49.1% |
| 3Y | +178.3% | +111.5% | +66.9% | +95.0% |
| All | +147.2% | +92.2% | +55.0% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling