+15.2%
RF vs TPG
-16.8%
+32.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.1% |
| 7D | -1.6% | -11.8% | +10.2% | +1.2% |
| 30D | -4.3% | -6.3% | +2.0% | -3.1% |
| 3M | +5.9% | +13.6% | -7.7% | +2.0% |
| 6M | +14.1% | +13.8% | +0.3% | +9.4% |
| YTD | +13.8% | -23.7% | +37.5% | +21.6% |
| 1Y | +15.2% | -18.2% | +33.4% | +17.8% |
| All | +15.2% | -16.8% | +32.0% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling