+8.5%
MSCI vs TPG
+71.4%
-62.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | +0.2% |
| 7D | -4.7% | -11.8% | +7.1% | -0.5% |
| 30D | -2.2% | -6.3% | +4.1% | -0.1% |
| 3M | -9.7% | +13.6% | -23.3% | -14.3% |
| 6M | +0.3% | +13.8% | -13.6% | -5.5% |
| YTD | -3.5% | -23.7% | +20.2% | +4.8% |
| 1Y | -1.4% | -18.2% | +16.8% | +3.7% |
| 3Y | +6.6% | +80.1% | -73.6% | -26.1% |
| All | +8.5% | +71.4% | -62.8% | -27.5% |
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