+69.3%
SAP vs TPG
+85.9%
-16.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.7% |
| 7D | -0.3% | -2.9% | +2.6% | +0.6% |
| 30D | +2.6% | +5.0% | -2.5% | +1.0% |
| 3M | +16.3% | +24.9% | -8.6% | +8.5% |
| 6M | +6.4% | +21.1% | -14.7% | 0.0% |
| YTD | -11.4% | -17.3% | +5.8% | -7.4% |
| 1Y | -20.4% | -9.8% | -10.6% | -19.3% |
| 3Y | +56.5% | +95.4% | -38.9% | +17.1% |
| All | +69.3% | +85.9% | -16.6% | +21.1% |
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