+156.5%
PL vs TPG
+81.2%
+75.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +13.4% | -1.1% | +14.4% | +14.7% |
| 30D | -10.2% | +10.0% | -20.1% | -15.7% |
| 3M | -39.5% | -0.9% | -38.6% | -39.9% |
| 6M | -65.7% | +15.1% | -80.8% | -69.3% |
| YTD | -27.3% | -19.4% | -7.9% | -19.2% |
| 1Y | +15.0% | -9.0% | +24.0% | +16.9% |
| 3Y | +560.8% | +76.2% | +484.6% | +339.1% |
| All | +156.5% | +81.2% | +75.4% | +53.3% |
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