+18.5%
TOST vs TPG
+71.4%
-52.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.5% | +1.0% |
| 7D | -5.9% | -11.8% | +6.0% | +2.0% |
| 30D | -8.4% | -6.3% | -2.2% | -5.1% |
| 3M | +31.4% | +13.6% | +17.9% | +19.0% |
| 6M | +10.5% | +13.8% | -3.3% | -0.9% |
| YTD | -10.1% | -23.7% | +13.7% | +4.7% |
| 1Y | -19.9% | -18.2% | -1.8% | -12.2% |
| 3Y | +53.3% | +80.1% | -26.9% | -12.8% |
| All | +18.5% | +71.4% | -52.8% | -32.4% |
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 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