+72.5%
TPG vs ALK
-29.6%
+102.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | +0.3% |
| 7D | +4.2% | +0.9% | +3.3% | +3.7% |
| 30D | +13.5% | +3.3% | +10.2% | +11.6% |
| 3M | -3.3% | -17.6% | +14.3% | +4.8% |
| 6M | +11.8% | +0.8% | +10.9% | +9.0% |
| YTD | -20.9% | -22.4% | +1.5% | -14.8% |
| 1Y | -13.1% | -10.1% | -3.1% | -13.2% |
| 3Y | +72.9% | +14.0% | +58.9% | +38.6% |
| All | +72.5% | -29.6% | +102.2% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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