+66.3%
TPG vs ALLY
-5.2%
+71.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.9% | -4.5% |
| 7D | -11.8% | -3.3% | -8.6% | -10.1% |
| 30D | -6.3% | -4.1% | -2.2% | -4.0% |
| 3M | +13.6% | +1.4% | +12.2% | +12.5% |
| 6M | +13.8% | +14.4% | -0.5% | +4.9% |
| YTD | -23.7% | -4.9% | -18.8% | -21.8% |
| 1Y | -18.2% | +5.5% | -23.7% | -21.2% |
| 3Y | +80.1% | +66.0% | +14.1% | +32.9% |
| All | +66.3% | -5.2% | +71.5% | +57.5% |
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