-22.2%
ON vs TPG
+81.8%
-104.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.7% |
| 7D | +2.4% | -9.4% | +11.8% | +7.8% |
| 30D | -8.6% | -5.3% | -3.4% | -6.6% |
| 3M | -34.3% | +12.9% | -47.3% | -39.2% |
| 6M | +28.5% | +20.1% | +8.4% | +13.1% |
| YTD | +40.6% | -22.5% | +63.1% | +59.4% |
| 1Y | +55.3% | -19.7% | +75.0% | +70.8% |
| 3Y | -22.2% | +81.2% | -103.4% | -46.7% |
| All | -22.2% | +81.8% | -104.0% | -46.7% |
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