+123.9%
PM vs TPG
+78.6%
+45.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +0.8% |
| 7D | -1.2% | -6.5% | +5.3% | -0.8% |
| 30D | -0.2% | +0.1% | -0.2% | -0.2% |
| 3M | +4.9% | +14.5% | -9.6% | +3.8% |
| 6M | +9.0% | +17.3% | -8.3% | +7.6% |
| YTD | +17.8% | -20.5% | +38.3% | +19.5% |
| 1Y | +16.8% | -13.2% | +30.1% | +17.6% |
| 3Y | +125.4% | +87.7% | +37.7% | +102.3% |
| All | +123.9% | +78.6% | +45.3% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling