+181.8%
NET vs TPG
+92.2%
+89.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.2% |
| 7D | -7.0% | -2.4% | -4.5% | -5.2% |
| 30D | -4.8% | +11.1% | -15.9% | -11.3% |
| 3M | +3.8% | +26.3% | -22.4% | -12.5% |
| 6M | +50.0% | +18.3% | +31.7% | +30.6% |
| YTD | +41.5% | -14.4% | +55.9% | +53.2% |
| 1Y | +32.8% | -6.7% | +39.5% | +32.6% |
| 3Y | +335.9% | +111.5% | +224.4% | +88.7% |
| All | +181.8% | +92.2% | +89.6% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling