+11.0%
STM vs TPG
+85.9%
-74.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +1.1% |
| 7D | +5.2% | -2.9% | +8.1% | +6.6% |
| 30D | -7.4% | +5.0% | -12.4% | -10.1% |
| 3M | -30.6% | +24.9% | -55.5% | -38.6% |
| 6M | +66.4% | +21.1% | +45.3% | +47.8% |
| YTD | +101.1% | -17.3% | +118.4% | +116.7% |
| 1Y | +97.4% | -9.8% | +107.2% | +102.0% |
| 3Y | +21.1% | +95.4% | -74.3% | -22.3% |
| All | +11.0% | +85.9% | -74.9% | -32.6% |
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 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