+69.0%
TPG vs AMP
+81.7%
-12.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.0% |
| 7D | -9.4% | -0.5% | -8.9% | -9.0% |
| 30D | -5.3% | -1.3% | -3.9% | -4.0% |
| 3M | +12.9% | +24.2% | -11.3% | -7.2% |
| 6M | +20.1% | +24.6% | -4.5% | -1.8% |
| YTD | -22.5% | +14.8% | -37.3% | -31.8% |
| 1Y | -19.7% | +12.8% | -32.5% | -28.2% |
| 3Y | +81.2% | +69.0% | +12.2% | +14.0% |
| All | +69.0% | +81.7% | -12.7% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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