+69.0%
TPG vs ALC
-14.5%
+83.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | -9.4% | -6.3% | -3.1% | -5.9% |
| 30D | -5.3% | -10.3% | +5.0% | +0.8% |
| 3M | +12.9% | -0.7% | +13.6% | +12.9% |
| 6M | +20.1% | -17.8% | +37.9% | +33.2% |
| YTD | -22.5% | -15.8% | -6.7% | -15.4% |
| 1Y | -19.7% | -16.7% | -3.0% | -11.9% |
| 3Y | +81.2% | -19.7% | +100.9% | +96.0% |
| All | +69.0% | -14.5% | +83.5% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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