+10.1%
STM vs TPG
+74.1%
-64.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.7% |
| 7D | -1.4% | -9.4% | +8.0% | +3.3% |
| 30D | -4.9% | -5.3% | +0.3% | -3.0% |
| 3M | -34.0% | +12.9% | -46.9% | -38.6% |
| 6M | +51.8% | +20.1% | +31.7% | +35.2% |
| YTD | +99.4% | -22.5% | +121.9% | +121.5% |
| 1Y | +99.1% | -19.7% | +118.7% | +116.0% |
| 3Y | +19.5% | +81.2% | -61.7% | -20.6% |
| All | +10.1% | +74.1% | -64.1% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling