+30.0%
SOXX vs TPG
-8.6%
+38.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -6.8% | -5.3% | -10.6% |
| 7D | -23.0% | -2.5% | -20.5% | -22.3% |
| 30D | -32.9% | +3.9% | -36.8% | -33.2% |
| 3M | -25.4% | -1.4% | -24.0% | -25.3% |
| 6M | -17.9% | +5.0% | -22.9% | -19.4% |
| YTD | +31.6% | -24.0% | +55.7% | +38.4% |
| 1Y | +30.0% | -8.3% | +38.2% | +30.6% |
| All | +30.0% | -8.6% | +38.5% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling