+194.7%
STT vs TPG
+78.9%
+115.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.1% |
| 7D | -1.4% | -11.8% | +10.5% | +3.0% |
| 30D | +2.2% | -6.3% | +8.4% | +4.1% |
| 3M | +18.8% | +13.6% | +5.3% | +12.4% |
| 6M | +57.9% | +13.8% | +44.1% | +48.2% |
| YTD | +51.0% | -23.7% | +74.7% | +65.0% |
| 1Y | +77.1% | -18.2% | +95.3% | +87.3% |
| All | +194.7% | +78.9% | +115.8% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling