-74.8%
QS vs TPG
+71.4%
-146.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | +2.2% |
| 7D | -5.0% | -11.8% | +6.9% | +4.2% |
| 30D | -18.3% | -6.3% | -12.0% | -15.1% |
| 3M | -26.0% | +13.6% | -39.6% | -34.0% |
| 6M | -24.0% | +13.8% | -37.9% | -32.9% |
| YTD | -50.3% | -23.7% | -26.6% | -40.7% |
| 1Y | -38.0% | -18.2% | -19.8% | -30.6% |
| 3Y | -24.6% | +80.1% | -104.7% | -61.2% |
| All | -74.8% | +71.4% | -146.2% | -87.7% |
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