-8.9%
RMD vs TPG
+71.4%
-80.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | +0.8% |
| 7D | -4.2% | -11.8% | +7.6% | -1.3% |
| 30D | -2.1% | -6.3% | +4.2% | -0.6% |
| 3M | +13.8% | +13.6% | +0.2% | +10.2% |
| 6M | -10.6% | +13.8% | -24.5% | -13.8% |
| YTD | -8.1% | -23.7% | +15.6% | -3.0% |
| 1Y | -18.0% | -18.2% | +0.2% | -15.1% |
| 3Y | +52.9% | +80.1% | -27.3% | +23.7% |
| All | -8.9% | +71.4% | -80.2% | -30.6% |
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