+169.3%
NET vs TPG
+83.2%
+86.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.2% | -5.0% |
| 7D | -16.4% | +12.5% | -28.9% | -23.1% |
| 30D | -25.8% | +12.7% | -38.6% | -32.3% |
| 3M | -11.5% | +3.5% | -15.0% | -15.0% |
| 6M | +18.9% | +14.1% | +4.8% | +5.5% |
| YTD | +35.2% | -18.5% | +53.7% | +48.8% |
| 1Y | +14.5% | -1.8% | +16.3% | +8.2% |
| 3Y | +313.8% | +89.9% | +223.9% | +93.0% |
| All | +169.3% | +83.2% | +86.2% | +18.3% |
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