+67.8%
MSFT vs TPG
+78.6%
-10.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | +0.7% |
| 7D | -1.0% | -6.5% | +5.5% | +1.0% |
| 30D | -2.7% | +0.1% | -2.7% | -2.9% |
| 3M | +22.1% | +14.5% | +7.6% | +16.7% |
| 6M | +20.6% | +17.3% | +3.2% | +13.9% |
| YTD | +2.3% | -20.5% | +22.8% | +8.2% |
| 1Y | -0.5% | -13.2% | +12.7% | +1.7% |
| 3Y | +50.5% | +87.7% | -37.2% | +12.1% |
| All | +67.8% | +78.6% | -10.8% | +19.9% |
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