+46.0%
RF vs TPG
+71.4%
-25.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.8% |
| 7D | -1.6% | -11.8% | +10.2% | +3.3% |
| 30D | -4.3% | -6.3% | +2.0% | -2.2% |
| 3M | +5.9% | +13.6% | -7.7% | -0.4% |
| 6M | +14.1% | +13.8% | +0.3% | +6.3% |
| YTD | +13.8% | -23.7% | +37.5% | +24.5% |
| 1Y | +15.2% | -18.2% | +33.4% | +21.6% |
| 3Y | +90.6% | +80.1% | +10.4% | +41.1% |
| All | +46.0% | +71.4% | -25.3% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling