-17.3%
TLN vs TPG
+0.9%
-18.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.7% | -12.2% | -9.3% |
| 7D | -6.0% | +12.5% | -18.5% | -8.7% |
| 30D | -1.5% | +12.7% | -14.3% | -4.6% |
| 3M | -3.9% | +3.5% | -7.4% | -5.2% |
| 6M | -15.0% | +14.1% | -29.1% | -19.3% |
| YTD | -12.8% | -18.5% | +5.7% | -11.1% |
| 1Y | -17.3% | -1.8% | -15.5% | -10.3% |
| All | -17.3% | +0.9% | -18.2% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling