+587.5%
TLN vs TPG
+106.4%
+481.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.1% | -0.1% |
| 7D | +5.8% | -6.5% | +12.4% | +8.9% |
| 30D | -6.9% | +0.1% | -6.9% | -7.5% |
| 3M | -10.9% | +14.5% | -25.4% | -17.1% |
| 6M | -4.6% | +17.3% | -21.9% | -12.5% |
| YTD | -14.7% | -20.5% | +5.8% | -7.1% |
| 1Y | -17.9% | -13.2% | -4.7% | -14.9% |
| 3Y | +483.9% | +87.7% | +396.1% | +436.8% |
| All | +587.5% | +106.4% | +481.1% | +529.4% |
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