-51.1%
TE vs TPG
+74.1%
-125.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.5% |
| 7D | +0.2% | -9.4% | +9.6% | +7.5% |
| 30D | -5.9% | -5.3% | -0.7% | -3.0% |
| 3M | -45.6% | +12.9% | -58.5% | -50.9% |
| 6M | -43.4% | +20.1% | -63.5% | -51.8% |
| YTD | -31.0% | -22.5% | -8.5% | -19.7% |
| 1Y | +145.2% | -19.7% | +164.9% | +173.6% |
| 3Y | -24.1% | +81.2% | -105.3% | -49.4% |
| All | -51.1% | +74.1% | -125.2% | -69.2% |
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