-2.1%
TLT vs TPG
+78.9%
-81.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -1.0% |
| 7D | -1.6% | -11.8% | +10.3% | -1.1% |
| 30D | -1.3% | -6.3% | +4.9% | -1.1% |
| 3M | -3.7% | +13.6% | -17.3% | -4.2% |
| 6M | -6.4% | +13.8% | -20.2% | -6.8% |
| YTD | -4.5% | -23.7% | +19.3% | -3.8% |
| 1Y | -5.9% | -18.2% | +12.3% | -5.5% |
| All | -2.1% | +78.9% | -81.0% | -23.5% |
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