+1,311.3%
MU vs TPG
+78.9%
+1,232.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -0.9% | -2.6% |
| 7D | +2.0% | -11.8% | +13.8% | +9.3% |
| 30D | +12.5% | -6.3% | +18.8% | +15.8% |
| 3M | +9.6% | +13.6% | -4.0% | +0.5% |
| 6M | +142.6% | +13.8% | +128.8% | +120.1% |
| YTD | +242.7% | -23.7% | +266.4% | +291.7% |
| 1Y | +599.3% | -18.2% | +617.4% | +656.8% |
| All | +1,311.3% | +78.9% | +1,232.4% | +943.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling