+39.0%
RF vs TPG
+77.8%
-38.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | +0.4% | +4.2% | -3.8% | -1.3% |
| 30D | +5.6% | +13.5% | -8.0% | 0.0% |
| 3M | -8.9% | -3.3% | -5.6% | -8.4% |
| 6M | +7.1% | +11.8% | -4.7% | +0.8% |
| YTD | +8.3% | -20.9% | +29.2% | +16.3% |
| 1Y | +16.8% | -13.1% | +30.0% | +20.3% |
| 3Y | +115.0% | +72.9% | +42.1% | +61.4% |
| All | +39.0% | +77.8% | -38.8% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling