+45.7%
RF vs TPG
+78.6%
-32.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.0% |
| 6M | +13.1% | +17.3% | -4.3% | +4.2% |
| YTD | +13.6% | -20.5% | +34.1% | +22.3% |
| 1Y | +16.0% | -13.2% | +29.2% | +19.6% |
| 3Y | +90.2% | +87.7% | +2.5% | +38.6% |
| All | +45.7% | +78.6% | -32.8% | -2.1% |
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