+9.3%
MSCI vs TPG
+85.9%
-76.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -2.6% |
| 7D | -2.1% | -2.9% | +0.8% | -1.1% |
| 30D | -1.7% | +5.0% | -6.8% | -3.5% |
| 3M | -8.2% | +24.9% | -33.1% | -15.7% |
| 6M | -2.4% | +21.1% | -23.5% | -9.9% |
| YTD | -2.8% | -17.3% | +14.4% | +2.7% |
| 1Y | -2.7% | -9.8% | +7.2% | -1.1% |
| 3Y | +7.3% | +95.4% | -88.1% | -27.6% |
| All | +9.3% | +85.9% | -76.6% | -29.0% |
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