-12.2%
ROP vs TPG
+74.1%
-86.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | -4.6% | -9.4% | +4.8% | -2.6% |
| 30D | -1.7% | -5.3% | +3.6% | -0.7% |
| 3M | +17.1% | +12.9% | +4.1% | +13.7% |
| 6M | +10.9% | +20.1% | -9.2% | +5.9% |
| YTD | -12.1% | -22.5% | +10.4% | -8.0% |
| 1Y | -24.2% | -19.7% | -4.6% | -21.6% |
| 3Y | -20.4% | +81.2% | -101.6% | -33.0% |
| All | -12.2% | +74.1% | -86.4% | -28.8% |
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