-16.7%
TLN vs TPG
-6.0%
-10.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.8% | +4.1% |
| 7D | +7.1% | -2.4% | +9.5% | +7.8% |
| 30D | -3.9% | +11.1% | -15.0% | -7.5% |
| 3M | -16.2% | +26.3% | -42.4% | -22.9% |
| 6M | -5.8% | +18.3% | -24.2% | -12.6% |
| YTD | -15.4% | -14.4% | -1.0% | -14.3% |
| 1Y | -16.7% | -6.7% | -10.0% | -15.3% |
| All | -16.7% | -6.0% | -10.7% | -15.3% |
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