+46.9%
PM vs TPG
+0.9%
+46.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.5% |
| 7D | +4.3% | +12.5% | -8.2% | +4.0% |
| 30D | +11.5% | +12.7% | -1.2% | +11.3% |
| 3M | +13.0% | +3.5% | +9.5% | +12.9% |
| 6M | +25.9% | +14.1% | +11.8% | +25.9% |
| YTD | +34.0% | -18.5% | +52.5% | +39.1% |
| 1Y | +46.9% | -1.8% | +48.7% | +44.6% |
| All | +46.9% | +0.9% | +46.0% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling