+69.0%
TPG vs ACM
-11.1%
+80.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.0% |
| 7D | -9.4% | -4.6% | -4.8% | -6.7% |
| 30D | -5.3% | +4.1% | -9.3% | -7.6% |
| 3M | +12.9% | -8.3% | +21.2% | +17.4% |
| 6M | +20.1% | -30.1% | +50.1% | +47.9% |
| YTD | -22.5% | -32.6% | +10.1% | -3.3% |
| 1Y | -19.7% | -49.6% | +29.9% | +22.4% |
| 3Y | +81.2% | -23.0% | +104.2% | +95.6% |
| All | +69.0% | -11.1% | +80.1% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling