-53.9%
S vs TPG
+78.6%
-132.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +2.5% |
| 7D | -1.2% | -6.5% | +5.3% | +2.9% |
| 30D | -12.6% | +0.1% | -12.6% | -12.5% |
| 3M | +27.6% | +14.5% | +13.0% | +16.8% |
| 6M | +35.5% | +17.3% | +18.1% | +20.9% |
| YTD | +29.6% | -20.5% | +50.1% | +46.6% |
| 1Y | +8.1% | -13.2% | +21.4% | +14.1% |
| 3Y | +14.8% | +87.7% | -73.0% | -35.6% |
| All | -53.9% | +78.6% | -132.5% | -75.0% |
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