+198.6%
PL vs TPG
+71.4%
+127.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +1.0% | -0.5% |
| 7D | -9.0% | -11.8% | +2.8% | -1.4% |
| 30D | -29.6% | -6.3% | -23.3% | -27.1% |
| 3M | -45.7% | +13.6% | -59.2% | -50.7% |
| 6M | -34.3% | +13.8% | -48.1% | -41.4% |
| YTD | -15.4% | -23.7% | +8.4% | -2.0% |
| 1Y | +86.1% | -18.2% | +104.2% | +103.2% |
| 3Y | +509.1% | +80.1% | +429.0% | +302.0% |
| All | +198.6% | +71.4% | +127.2% | +85.8% |
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