-19.5%
SAP vs TPG
-6.0%
-13.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.9% | -2.4% | -0.5% | -2.2% |
| 30D | +9.0% | +11.1% | -2.1% | +6.0% |
| 3M | +14.9% | +26.3% | -11.3% | +8.2% |
| 6M | +11.9% | +18.3% | -6.5% | +6.9% |
| YTD | -9.9% | -14.4% | +4.5% | -10.0% |
| 1Y | -19.5% | -6.7% | -12.8% | -20.9% |
| All | -19.5% | -6.0% | -13.5% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling