+213.4%
RL vs TPG
+71.4%
+142.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.4% | +2.0% |
| 7D | -2.2% | -11.8% | +9.6% | +3.0% |
| 30D | -15.3% | -6.3% | -9.1% | -13.5% |
| 3M | -10.3% | +13.6% | -23.9% | -16.1% |
| 6M | -2.2% | +13.8% | -16.1% | -9.1% |
| YTD | -4.3% | -23.7% | +19.4% | +5.2% |
| 1Y | +8.9% | -18.2% | +27.0% | +15.0% |
| 3Y | +201.4% | +80.1% | +121.3% | +115.6% |
| All | +213.4% | +71.4% | +142.0% | +102.7% |
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 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