+147.0%
NET vs TPG
+70.7%
+76.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.8% | -1.5% | -3.7% |
| 7D | -21.2% | -2.5% | -18.7% | -19.9% |
| 30D | -31.1% | +3.9% | -35.1% | -33.6% |
| 3M | -16.5% | -1.4% | -15.1% | -17.1% |
| 6M | 0.0% | +5.0% | -4.9% | -6.1% |
| YTD | +24.0% | -24.0% | +48.1% | +43.2% |
| 1Y | +7.0% | -8.3% | +15.3% | +6.0% |
| 3Y | +279.6% | +77.0% | +202.6% | +85.8% |
| All | +147.0% | +70.7% | +76.4% | +13.9% |
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 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