+319.5%
SN vs TPG
+97.7%
+221.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.5% |
| 7D | -9.3% | -2.4% | -6.9% | -8.0% |
| 30D | -4.8% | +11.1% | -15.9% | -10.1% |
| 3M | +40.4% | +26.3% | +14.2% | +23.1% |
| 6M | +50.9% | +18.3% | +32.6% | +36.5% |
| YTD | +54.9% | -14.4% | +69.4% | +65.7% |
| 1Y | +43.0% | -6.7% | +49.7% | +44.1% |
| 3Y | +391.8% | +111.5% | +280.4% | +267.7% |
| All | +319.5% | +97.7% | +221.8% | +211.7% |
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