+80.4%
TPG vs ALLY
-5.0%
+85.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -1.4% |
| 7D | -2.9% | +1.0% | -3.9% | -3.4% |
| 30D | +5.0% | -3.3% | +8.3% | +7.1% |
| 3M | +24.9% | +0.5% | +24.4% | +24.5% |
| 6M | +21.1% | +12.6% | +8.5% | +12.6% |
| YTD | -17.3% | -4.7% | -12.6% | -15.3% |
| 1Y | -9.8% | +5.2% | -15.0% | -13.0% |
| 3Y | +95.4% | +66.5% | +28.9% | +43.9% |
| All | +80.4% | -5.0% | +85.4% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling