+89.7%
RF vs TPG
+86.5%
+3.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +1.0% |
| 7D | -0.1% | -6.5% | +6.4% | +2.5% |
| 30D | -4.0% | +0.1% | -4.1% | -4.5% |
| 3M | +5.6% | +14.5% | -8.9% | -1.1% |
| 6M | +13.1% | +17.3% | -4.3% | +3.9% |
| YTD | +13.6% | -20.5% | +34.1% | +23.5% |
| 1Y | +16.0% | -13.2% | +29.2% | +20.0% |
| All | +89.7% | +86.5% | +3.2% | +17.7% |
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 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