+114.6%
STT vs TPG
+78.6%
+36.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +1.6% |
| 7D | +1.0% | -6.5% | +7.5% | +3.6% |
| 30D | +2.8% | +0.1% | +2.7% | +2.3% |
| 3M | +18.1% | +14.5% | +3.6% | +10.8% |
| 6M | +59.2% | +17.3% | +41.9% | +46.7% |
| YTD | +51.5% | -20.5% | +72.0% | +63.4% |
| 1Y | +75.7% | -13.2% | +88.9% | +81.7% |
| 3Y | +200.8% | +87.7% | +113.0% | +112.6% |
| All | +114.6% | +78.6% | +36.0% | +38.4% |
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