+20.6%
MSFT vs TPG
+20.0%
+0.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | +0.7% |
| 7D | -1.0% | -6.5% | +5.5% | +0.9% |
| 30D | -2.7% | +0.1% | -2.7% | -2.8% |
| 3M | +22.1% | +14.5% | +7.6% | +17.5% |
| 6M | +20.6% | +17.3% | +3.2% | +13.6% |
| All | +20.6% | +20.0% | +0.5% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling