+177.8%
SE vs TPG
+81.8%
+96.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.9% |
| 7D | -5.2% | -9.4% | +4.2% | -2.1% |
| 30D | -17.1% | -5.3% | -11.8% | -15.9% |
| 3M | +24.0% | +12.9% | +11.1% | +18.0% |
| 6M | +21.0% | +20.1% | +0.9% | +12.5% |
| YTD | -16.7% | -22.5% | +5.8% | -10.3% |
| 1Y | -45.9% | -19.7% | -26.3% | -42.9% |
| 3Y | +177.8% | +81.2% | +96.6% | +140.2% |
| All | +177.8% | +81.8% | +96.0% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling