+468.0%
TLN vs TPG
+78.9%
+389.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -0.7% |
| 7D | +2.0% | -11.8% | +13.8% | +7.9% |
| 30D | -12.9% | -6.3% | -6.7% | -10.9% |
| 3M | -7.4% | +13.6% | -21.0% | -14.0% |
| 6M | -6.0% | +13.8% | -19.9% | -13.0% |
| YTD | -16.9% | -23.7% | +6.8% | -7.2% |
| 1Y | -22.6% | -18.2% | -4.5% | -17.4% |
| All | +468.0% | +78.9% | +389.1% | +413.9% |
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