+8.3%
SPGI vs TPG
+85.9%
-77.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.2% |
| 7D | -2.5% | -2.9% | +0.4% | -1.6% |
| 30D | +5.4% | +5.0% | +0.4% | +3.7% |
| 3M | +9.0% | +24.9% | -15.9% | +1.5% |
| 6M | +0.8% | +21.1% | -20.3% | -5.7% |
| YTD | -12.6% | -17.3% | +4.7% | -8.2% |
| 1Y | -16.1% | -9.8% | -6.3% | -14.7% |
| 3Y | +19.0% | +95.4% | -76.4% | -11.6% |
| All | +8.3% | +85.9% | -77.6% | -20.8% |
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