+53.5%
SO vs TPG
+78.6%
-25.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.6% |
| 7D | 0.0% | -6.5% | +6.6% | +0.2% |
| 30D | -2.5% | +0.1% | -2.6% | -2.5% |
| 3M | -4.2% | +14.5% | -18.7% | -4.6% |
| 6M | -7.7% | +17.3% | -25.0% | -8.2% |
| YTD | +3.8% | -20.5% | +24.3% | +4.8% |
| 1Y | +0.1% | -13.2% | +13.3% | +0.5% |
| 3Y | +44.2% | +87.7% | -43.5% | +32.6% |
| All | +53.5% | +78.6% | -25.0% | +38.9% |
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