+30.0%
MTZ vs TPG
-6.0%
+36.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.2% |
| 7D | -1.6% | -2.4% | +0.9% | -1.3% |
| 30D | -11.1% | +11.1% | -22.2% | -12.3% |
| 3M | -36.7% | +26.3% | -63.0% | -38.5% |
| 6M | -21.9% | +18.3% | -40.3% | -23.3% |
| YTD | +9.1% | -14.4% | +23.5% | +15.0% |
| 1Y | +30.0% | -6.7% | +36.7% | +34.1% |
| All | +30.0% | -6.0% | +36.0% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling