+116.3%
STT vs TPG
+74.1%
+42.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | -0.4% | -9.4% | +9.0% | +3.4% |
| 30D | +1.7% | -5.3% | +7.0% | +3.5% |
| 3M | +17.9% | +12.9% | +5.0% | +11.2% |
| 6M | +55.3% | +20.1% | +35.2% | +41.7% |
| YTD | +52.7% | -22.5% | +75.2% | +66.3% |
| 1Y | +75.7% | -19.7% | +95.3% | +87.6% |
| 3Y | +197.9% | +81.2% | +116.7% | +113.5% |
| All | +116.3% | +74.1% | +42.1% | +40.8% |
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