+69.0%
TPG vs BBIO
+434.2%
-365.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -9.4% | -3.2% | -6.2% | -9.0% |
| 30D | -5.3% | -13.6% | +8.3% | -3.5% |
| 3M | +12.9% | +7.2% | +5.7% | +11.6% |
| 6M | +20.1% | +1.5% | +18.6% | +19.4% |
| YTD | -22.5% | -5.3% | -17.2% | -22.6% |
| 1Y | -19.7% | +37.7% | -57.4% | -23.9% |
| 3Y | +81.2% | +153.9% | -72.7% | +54.1% |
| All | +69.0% | +434.2% | -365.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 10y: compounded portfolio wealth divided by compounded BBIO 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…
10y analysis · Full analysis span regression · 6 months rolling