+247.3%
P vs TPG
+74.1%
+173.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.6% |
| 7D | -1.3% | -9.4% | +8.1% | +3.2% |
| 30D | -11.9% | -5.3% | -6.6% | -10.0% |
| 3M | +41.6% | +12.9% | +28.7% | +33.3% |
| 6M | +58.1% | +20.1% | +38.0% | +43.6% |
| YTD | +46.5% | -22.5% | +69.0% | +61.5% |
| 1Y | +19.1% | -19.7% | +38.7% | +27.6% |
| 3Y | +150.6% | +81.2% | +69.4% | +87.8% |
| All | +247.3% | +74.1% | +173.2% | +136.7% |
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 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