-33.5%
TLT vs TPG
+74.1%
-107.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -1.6% | -9.4% | +7.8% | -1.3% |
| 30D | -1.1% | -5.3% | +4.1% | -0.9% |
| 3M | -4.9% | +12.9% | -17.8% | -5.3% |
| 6M | -5.0% | +20.1% | -25.1% | -5.7% |
| YTD | -4.4% | -22.5% | +18.1% | -3.7% |
| 1Y | -6.4% | -19.7% | +13.3% | -5.9% |
| 3Y | -2.0% | +81.2% | -83.2% | -6.7% |
| All | -33.5% | +74.1% | -107.6% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling