+66.3%
TPG vs ALC
-13.8%
+80.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -2.5% |
| 7D | -11.8% | -7.7% | -4.2% | -7.7% |
| 30D | -6.3% | -11.7% | +5.4% | +0.6% |
| 3M | +13.6% | +0.7% | +12.9% | +12.7% |
| 6M | +13.8% | -17.1% | +30.9% | +25.6% |
| YTD | -23.7% | -15.1% | -8.6% | -17.2% |
| 1Y | -18.2% | -14.1% | -4.1% | -11.9% |
| 3Y | +80.1% | -18.2% | +98.3% | +92.3% |
| All | +66.3% | -13.8% | +80.1% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling