+78.3%
TPG vs ACM
-23.7%
+102.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.3% | -3.1% |
| 7D | -11.8% | -5.9% | -5.9% | -8.9% |
| 30D | -6.3% | -6.2% | 0.0% | -3.5% |
| 3M | +13.6% | -7.9% | +21.5% | +17.2% |
| 6M | +13.8% | -30.6% | +44.4% | +37.9% |
| YTD | -23.7% | -33.3% | +9.6% | -6.4% |
| 1Y | -18.2% | -49.2% | +31.0% | +20.0% |
| All | +78.3% | -23.7% | +102.0% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling