-53.2%
S vs TPG
+74.1%
-127.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.3% |
| 7D | -0.7% | -9.4% | +8.8% | +5.4% |
| 30D | -11.4% | -5.3% | -6.2% | -8.5% |
| 3M | +33.8% | +12.9% | +20.9% | +23.5% |
| 6M | +39.5% | +20.1% | +19.4% | +22.5% |
| YTD | +31.7% | -22.5% | +54.2% | +51.0% |
| 1Y | +7.0% | -19.7% | +26.7% | +18.7% |
| 3Y | +11.8% | +81.2% | -69.4% | -35.9% |
| All | -53.2% | +74.1% | -127.3% | -74.3% |
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