+110.2%
T vs TPG
+81.8%
+28.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +2.0% |
| 7D | +1.5% | -9.4% | +10.9% | +1.4% |
| 30D | +7.5% | -5.3% | +12.7% | +7.4% |
| 3M | +14.8% | +12.9% | +1.9% | +15.1% |
| 6M | -1.7% | +20.1% | -21.8% | -1.4% |
| YTD | +8.7% | -22.5% | +31.2% | +8.9% |
| 1Y | -7.5% | -19.7% | +12.2% | -7.4% |
| 3Y | +110.2% | +81.2% | +29.0% | +107.1% |
| All | +110.2% | +81.8% | +28.4% | +107.1% |
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