+40.7%
RF vs TPG
+78.3%
-37.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +1.9% | +5.0% | -3.1% | -0.1% |
| 30D | +7.3% | +15.7% | -8.3% | +1.0% |
| 3M | -7.9% | -10.6% | +2.7% | -4.4% |
| 6M | +10.5% | +15.9% | -5.4% | +2.5% |
| YTD | +9.6% | -20.6% | +30.3% | +17.6% |
| 1Y | +20.3% | -11.8% | +32.1% | +23.0% |
| 3Y | +119.5% | +71.6% | +48.0% | +65.3% |
| All | +40.7% | +78.3% | -37.6% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling