+8.4%
STM vs TPG
+71.4%
-62.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.5% | +0.4% |
| 7D | -1.1% | -11.8% | +10.8% | +5.1% |
| 30D | -7.8% | -6.3% | -1.6% | -5.5% |
| 3M | -28.2% | +13.6% | -41.8% | -33.4% |
| 6M | +52.0% | +13.8% | +38.1% | +39.0% |
| YTD | +96.4% | -23.7% | +120.1% | +119.9% |
| 1Y | +98.8% | -18.2% | +117.0% | +113.3% |
| 3Y | +18.3% | +80.1% | -61.9% | -21.2% |
| All | +8.4% | +71.4% | -62.9% | -31.5% |
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