+254.3%
PSX vs TPG
+74.1%
+180.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | +1.7% | -9.4% | +11.1% | +3.9% |
| 30D | +15.6% | -5.3% | +20.9% | +16.8% |
| 3M | +46.5% | +12.9% | +33.5% | +41.5% |
| 6M | +55.0% | +20.1% | +34.9% | +46.5% |
| YTD | +105.3% | -22.5% | +127.8% | +116.7% |
| 1Y | +101.6% | -19.7% | +121.3% | +109.7% |
| 3Y | +134.1% | +81.2% | +52.9% | +96.3% |
| All | +254.3% | +74.1% | +180.2% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling