+282.0%
P vs TPG
+78.3%
+203.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | +11.6% | +5.0% | +6.6% | +9.2% |
| 30D | -23.7% | +15.7% | -39.4% | -28.7% |
| 3M | -8.0% | -10.6% | +2.6% | -4.0% |
| 6M | +27.9% | +15.9% | +12.0% | +18.3% |
| YTD | +61.2% | -20.6% | +81.8% | +74.8% |
| 1Y | +28.6% | -11.8% | +40.4% | +31.5% |
| 3Y | +200.5% | +71.6% | +128.9% | +129.0% |
| All | +282.0% | +78.3% | +203.7% | +156.2% |
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