+73.1%
TPG vs ABCL
-1.0%
+74.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +5.0% | -3.3% | +8.3% | +5.6% |
| 30D | +15.7% | -7.1% | +22.8% | +16.4% |
| 3M | -10.6% | +4.7% | -15.3% | -12.7% |
| 6M | +15.9% | +140.9% | -124.9% | -5.6% |
| YTD | -20.6% | +236.0% | -256.6% | -40.6% |
| 1Y | -11.8% | +217.4% | -229.2% | -33.3% |
| 3Y | +71.6% | +188.7% | -117.1% | +19.6% |
| All | +73.1% | -1.0% | +74.1% | +48.5% |
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