+69.0%
TPG vs BR
+7.1%
+61.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -9.4% | -3.0% | -6.4% | -7.7% |
| 30D | -5.3% | -0.3% | -5.0% | -5.1% |
| 3M | +12.9% | +17.3% | -4.4% | +1.4% |
| 6M | +20.1% | -6.7% | +26.8% | +24.9% |
| YTD | -22.5% | -23.4% | +1.0% | -8.0% |
| 1Y | -19.7% | -32.7% | +13.0% | +4.2% |
| 3Y | +81.2% | -5.9% | +87.1% | +83.1% |
| All | +69.0% | +7.1% | +61.9% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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