-11.8%
TPG vs ADVB
-72.7%
+60.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -23.6% | +23.9% | 0.0% |
| 7D | +5.0% | +27.8% | -22.8% | +5.4% |
| 30D | +15.7% | -50.8% | +66.5% | +15.1% |
| 3M | -10.6% | -70.5% | +59.9% | -11.4% |
| 6M | +15.9% | -46.7% | +62.7% | +16.0% |
| YTD | -20.6% | -56.7% | +36.1% | -19.9% |
| 1Y | -11.8% | -71.8% | +60.0% | -9.1% |
| All | -11.8% | -72.7% | +60.9% | -9.1% |
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 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