-19.7%
TPG vs ALC
-14.7%
-5.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | -9.4% | -6.3% | -3.1% | -6.6% |
| 30D | -5.3% | -10.3% | +5.0% | -0.4% |
| 3M | +12.9% | -0.7% | +13.6% | +13.1% |
| 6M | +20.1% | -17.8% | +37.9% | +31.9% |
| YTD | -22.5% | -15.8% | -6.7% | -16.6% |
| 1Y | -19.7% | -16.7% | -3.0% | -14.4% |
| All | -19.7% | -14.7% | -5.0% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling