+80.4%
TPG vs ALK
-26.6%
+107.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -1.9% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +5.0% | -18.5% | +23.5% | +14.6% |
| 3M | +24.9% | -3.6% | +28.5% | +25.5% |
| 6M | +21.1% | -3.7% | +24.8% | +19.7% |
| YTD | -17.3% | -19.0% | +1.7% | -12.2% |
| 1Y | -9.8% | -36.0% | +26.2% | +6.6% |
| 3Y | +95.4% | +2.3% | +93.1% | +68.9% |
| All | +80.4% | -26.6% | +107.0% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling