+80.4%
TPG vs ALM
+1,045.3%
-964.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.8% | -12.1% | -3.7% |
| 7D | -2.9% | +8.4% | -11.3% | -3.3% |
| 30D | +5.0% | +34.8% | -29.8% | +3.3% |
| 3M | +24.9% | +16.2% | +8.7% | +23.3% |
| 6M | +21.1% | +2.1% | +18.9% | +19.7% |
| YTD | -17.3% | +117.0% | -134.3% | -21.2% |
| 1Y | -9.8% | +313.9% | -323.7% | -17.4% |
| 3Y | +95.4% | +2,327.9% | -2,232.5% | +56.4% |
| All | +80.4% | +1,045.3% | -964.8% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling