-19.7%
TPG vs ALM
+247.3%
-267.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +2.0% |
| 7D | -9.4% | -11.8% | +2.4% | -8.8% |
| 30D | -5.3% | +7.8% | -13.1% | -5.7% |
| 3M | +12.9% | -9.3% | +22.2% | +12.8% |
| 6M | +20.1% | -30.5% | +50.6% | +20.9% |
| YTD | -22.5% | +75.8% | -98.3% | -24.1% |
| 1Y | -19.7% | +241.2% | -260.9% | -32.5% |
| All | -19.7% | +247.3% | -267.0% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling