+33.0%
Q vs TPG
-13.1%
+46.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.0% |
| 7D | +4.9% | -9.4% | +14.3% | +7.7% |
| 30D | -11.0% | -5.3% | -5.7% | -10.2% |
| 3M | -15.2% | +12.9% | -28.1% | -19.5% |
| 6M | +8.8% | +20.1% | -11.2% | +1.5% |
| YTD | +55.1% | -22.5% | +77.6% | +63.7% |
| All | +33.0% | -13.1% | +46.1% | +36.8% |
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 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