-18.2%
TPG vs ABCL
+145.5%
-163.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.3% | -3.4% |
| 7D | -11.8% | -9.6% | -2.2% | -10.8% |
| 30D | -6.3% | +7.2% | -13.4% | -7.2% |
| 3M | +13.6% | +105.5% | -91.9% | +2.3% |
| 6M | +13.8% | +193.0% | -179.2% | -2.5% |
| YTD | -23.7% | +205.8% | -229.6% | -35.8% |
| 1Y | -18.2% | +144.4% | -162.6% | -29.3% |
| All | -18.2% | +145.5% | -163.7% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling