+78.3%
TPG vs ALM
+1,934.4%
-1,856.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.6% | -3.6% |
| 7D | -11.8% | -7.1% | -4.7% | -11.6% |
| 30D | -6.3% | +24.7% | -30.9% | -7.3% |
| 3M | +13.6% | +8.3% | +5.3% | +12.7% |
| 6M | +13.8% | -22.2% | +36.0% | +14.0% |
| YTD | -23.7% | +88.1% | -111.8% | -26.1% |
| 1Y | -18.2% | +272.4% | -290.5% | -23.2% |
| All | +78.3% | +1,934.4% | -1,856.1% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling