+74.9%
SPY vs TPG
+74.1%
+0.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.4% |
| 7D | -0.8% | -9.4% | +8.7% | +2.0% |
| 30D | -1.1% | -5.3% | +4.2% | +0.2% |
| 3M | +3.9% | +12.9% | -9.1% | -0.2% |
| 6M | +13.6% | +20.1% | -6.5% | +6.7% |
| YTD | +12.7% | -22.5% | +35.2% | +19.6% |
| 1Y | +17.5% | -19.7% | +37.2% | +22.8% |
| 3Y | +76.9% | +81.2% | -4.3% | +38.8% |
| All | +74.9% | +74.1% | +0.7% | +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 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