+52.0%
MTB vs TPG
+74.1%
-22.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | 0.0% | -9.4% | +9.4% | +3.3% |
| 30D | -4.8% | -5.3% | +0.5% | -3.4% |
| 3M | +6.0% | +12.9% | -7.0% | +0.7% |
| 6M | +19.6% | +20.1% | -0.5% | +10.3% |
| YTD | +21.5% | -22.5% | +44.0% | +30.7% |
| 1Y | +24.7% | -19.7% | +44.4% | +31.8% |
| 3Y | +108.6% | +81.2% | +27.4% | +62.5% |
| All | +52.0% | +74.1% | -22.1% | +9.7% |
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