+69.0%
TPG vs ALLY
-5.4%
+74.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.8% |
| 7D | -9.4% | -3.8% | -5.6% | -7.4% |
| 30D | -5.3% | -4.9% | -0.3% | -2.5% |
| 3M | +12.9% | -2.6% | +15.5% | +14.5% |
| 6M | +20.1% | +15.7% | +4.3% | +9.9% |
| YTD | -22.5% | -5.2% | -17.3% | -20.5% |
| 1Y | -19.7% | +2.8% | -22.5% | -21.5% |
| 3Y | +81.2% | +63.4% | +17.8% | +34.8% |
| All | +69.0% | -5.4% | +74.5% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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