+80.4%
TPG vs ARWR
+45.8%
+34.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.0% |
| 7D | -2.9% | +2.9% | -5.7% | -3.4% |
| 30D | +5.0% | -2.9% | +7.9% | +5.5% |
| 3M | +24.9% | +15.2% | +9.7% | +20.3% |
| 6M | +21.1% | +42.3% | -21.2% | +11.0% |
| YTD | -17.3% | +28.2% | -45.5% | -22.8% |
| 1Y | -9.8% | +213.2% | -223.1% | -31.7% |
| 3Y | +95.4% | +184.6% | -89.2% | +35.3% |
| All | +80.4% | +45.8% | +34.7% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling