+293.4%
SN vs TPG
+76.2%
+217.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | +0.1% | -1.8% |
| 7D | -7.2% | -11.8% | +4.6% | -0.9% |
| 30D | -13.4% | -6.3% | -7.1% | -10.5% |
| 3M | +26.8% | +13.6% | +13.2% | +17.4% |
| 6M | +44.6% | +13.8% | +30.8% | +33.3% |
| YTD | +45.3% | -23.7% | +69.0% | +65.1% |
| 1Y | +40.1% | -18.2% | +58.3% | +51.4% |
| 3Y | +375.3% | +80.1% | +295.1% | +276.3% |
| All | +293.4% | +76.2% | +217.2% | +210.5% |
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