+71.6%
TPG vs ALLY
+65.3%
+6.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | +5.0% | +0.4% | +4.7% | +4.8% |
| 30D | +15.7% | +5.2% | +10.4% | +12.3% |
| 3M | -10.6% | -13.3% | +2.7% | -2.2% |
| 6M | +15.9% | -6.7% | +22.6% | +20.9% |
| YTD | -20.6% | -12.8% | -7.8% | -13.9% |
| 1Y | -11.8% | +0.7% | -12.4% | -12.4% |
| 3Y | +71.6% | +65.2% | +6.3% | +40.9% |
| All | +71.6% | +65.3% | +6.2% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling