+100.3%
TPG vs BOXX
+18.5%
+81.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.5% |
| 7D | -9.4% | +0.1% | -9.5% | -9.5% |
| 30D | -5.3% | +0.3% | -5.6% | -5.7% |
| 3M | +12.9% | +1.0% | +11.9% | +11.0% |
| 6M | +20.1% | +1.9% | +18.2% | +17.8% |
| YTD | -22.5% | +2.7% | -25.2% | -23.8% |
| 1Y | -19.7% | +4.0% | -23.7% | -21.1% |
| 3Y | +81.2% | +14.7% | +66.6% | +114.4% |
| All | +100.3% | +18.5% | +81.8% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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