-37.2%
SE vs TPG
+85.9%
-123.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +3.0% |
| 7D | +0.6% | -2.9% | +3.5% | +2.2% |
| 30D | -0.1% | +5.0% | -5.1% | -3.4% |
| 3M | +34.1% | +24.9% | +9.2% | +16.1% |
| 6M | +23.2% | +21.1% | +2.1% | +8.0% |
| YTD | -11.2% | -17.3% | +6.1% | -3.6% |
| 1Y | -40.5% | -9.8% | -30.7% | -40.0% |
| 3Y | +196.3% | +95.4% | +100.9% | +48.2% |
| All | -37.2% | +85.9% | -123.1% | -71.1% |
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