+51.5%
MTB vs TPG
+71.4%
-19.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.5% | +1.8% |
| 7D | -0.4% | -11.8% | +11.4% | +3.9% |
| 30D | -4.6% | -6.3% | +1.7% | -2.8% |
| 3M | +7.4% | +13.6% | -6.1% | +1.9% |
| 6M | +18.7% | +13.8% | +4.8% | +11.6% |
| YTD | +21.1% | -23.7% | +44.8% | +31.0% |
| 1Y | +24.1% | -18.2% | +42.2% | +30.0% |
| 3Y | +115.3% | +80.1% | +35.2% | +68.1% |
| All | +51.5% | +71.4% | -19.9% | +9.9% |
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