-6.7%
TPG vs ADVB
+5.8%
-12.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -2.4% | -3.8% | +1.3% | -2.5% |
| 30D | +11.1% | +17.6% | -6.5% | +11.3% |
| 3M | +26.3% | +119.1% | -92.9% | +27.8% |
| 6M | +18.3% | +103.4% | -85.0% | +19.6% |
| YTD | -14.4% | +59.8% | -74.3% | -13.2% |
| 1Y | -6.7% | +8.5% | -15.3% | -5.5% |
| All | -6.7% | +5.8% | -12.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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