-51.4%
TE vs TPG
+71.4%
-122.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.0% | -2.7% | -3.8% |
| 7D | +0.9% | -11.8% | +12.7% | +10.4% |
| 30D | -16.3% | -6.3% | -10.0% | -13.0% |
| 3M | -40.8% | +13.6% | -54.3% | -46.8% |
| 6M | -42.6% | +13.8% | -56.4% | -49.2% |
| YTD | -31.4% | -23.7% | -7.7% | -19.3% |
| 1Y | +144.9% | -18.2% | +163.1% | +168.5% |
| 3Y | -26.0% | +80.1% | -106.1% | -50.5% |
| All | -51.4% | +71.4% | -122.8% | -69.0% |
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