+73.1%
TPG vs ALLY
-13.1%
+86.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.5% |
| 3M | -10.6% | -13.3% | +2.7% | -2.9% |
| 6M | +15.9% | -6.7% | +22.6% | +20.6% |
| YTD | -20.6% | -12.8% | -7.8% | -14.4% |
| 1Y | -11.8% | +0.7% | -12.4% | -12.3% |
| 3Y | +71.6% | +65.2% | +6.3% | +27.8% |
| All | +73.1% | -13.1% | +86.2% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling