+66.3%
TPG vs ARWR
+41.7%
+24.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -11.8% | -4.3% | -7.5% | -11.0% |
| 30D | -6.3% | -7.3% | +1.0% | -4.9% |
| 3M | +13.6% | +17.0% | -3.4% | +9.0% |
| 6M | +13.8% | +39.8% | -26.0% | +4.7% |
| YTD | -23.7% | +24.7% | -48.4% | -28.4% |
| 1Y | -18.2% | +186.5% | -204.6% | -36.9% |
| 3Y | +80.1% | +176.8% | -96.7% | +25.5% |
| All | +66.3% | +41.7% | +24.6% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling