-32.4%
TLT vs TPG
+85.9%
-118.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | +0.4% | -2.9% | +3.3% | +0.5% |
| 30D | -0.3% | +5.0% | -5.3% | -0.5% |
| 3M | -1.7% | +24.9% | -26.6% | -2.5% |
| 6M | -4.9% | +21.1% | -26.0% | -5.6% |
| YTD | -2.8% | -17.3% | +14.5% | -2.4% |
| 1Y | -4.2% | -9.8% | +5.6% | -4.2% |
| 3Y | -1.1% | +95.4% | -96.5% | -6.1% |
| All | -32.4% | +85.9% | -118.3% | -36.0% |
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