-14.4%
SMR vs TPG
+87.4%
-101.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.3% | -16.8% |
| 7D | -11.2% | -9.4% | -1.8% | -5.6% |
| 30D | -10.2% | -5.3% | -5.0% | -7.5% |
| 3M | -10.0% | +12.9% | -23.0% | -18.4% |
| 6M | -30.5% | +20.1% | -50.5% | -39.0% |
| YTD | -39.2% | -22.5% | -16.7% | -29.1% |
| 1Y | -75.5% | -19.7% | -55.8% | -72.2% |
| 3Y | +45.4% | +81.2% | -35.8% | +20.1% |
| All | -14.4% | +87.4% | -101.8% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling