-23.8%
QS vs TPG
+81.8%
-105.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.9% |
| 7D | -3.6% | -9.4% | +5.8% | +2.5% |
| 30D | -17.2% | -5.3% | -12.0% | -15.0% |
| 3M | -27.0% | +12.9% | -39.9% | -33.4% |
| 6M | -24.6% | +20.1% | -44.7% | -34.2% |
| YTD | -49.3% | -22.5% | -26.8% | -41.3% |
| 1Y | -40.3% | -19.7% | -20.7% | -32.8% |
| 3Y | -23.8% | +81.2% | -105.0% | -65.1% |
| All | -23.8% | +81.8% | -105.6% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling