+66.3%
TPG vs ABCL
-9.9%
+76.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.3% | -3.1% |
| 7D | -11.8% | -9.6% | -2.2% | -10.2% |
| 30D | -6.3% | +7.2% | -13.4% | -7.8% |
| 3M | +13.6% | +105.5% | -91.9% | -3.1% |
| 6M | +13.8% | +193.0% | -179.2% | -10.3% |
| YTD | -23.7% | +205.8% | -229.6% | -41.3% |
| 1Y | -18.2% | +144.4% | -162.6% | -35.3% |
| 3Y | +80.1% | +93.3% | -13.2% | +38.1% |
| All | +66.3% | -9.9% | +76.2% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling