+81.2%
TPG vs BRKR
-11.8%
+93.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -9.4% | -8.7% | -0.8% | -7.8% |
| 30D | -5.3% | -9.9% | +4.6% | -3.5% |
| 3M | +12.9% | -3.1% | +16.0% | +11.5% |
| 6M | +20.1% | +45.5% | -25.4% | +6.4% |
| YTD | -22.5% | +13.7% | -36.2% | -27.5% |
| 1Y | -19.7% | +67.4% | -87.1% | -32.0% |
| 3Y | +81.2% | -13.2% | +94.4% | +68.4% |
| All | +81.2% | -11.8% | +93.0% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling