+3.6%
TPG vs ADVB
-89.8%
+93.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +1.7% |
| 7D | -9.4% | -12.3% | +2.8% | -9.4% |
| 30D | -5.3% | +7.8% | -13.0% | -5.3% |
| 3M | +12.9% | +104.2% | -91.3% | +11.1% |
| 6M | +20.1% | +58.1% | -38.0% | +17.9% |
| YTD | -22.5% | +40.2% | -62.7% | -23.6% |
| 1Y | -19.7% | -16.1% | -3.6% | -19.6% |
| All | +3.6% | -89.8% | +93.4% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling