+66.3%
TPG vs BUD
+25.7%
+40.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -11.8% | -3.2% | -8.6% | -10.8% |
| 30D | -6.3% | -3.7% | -2.6% | -4.9% |
| 3M | +13.6% | -4.4% | +18.0% | +15.0% |
| 6M | +13.8% | +7.7% | +6.1% | +9.6% |
| YTD | -23.7% | +23.1% | -46.8% | -31.1% |
| 1Y | -18.2% | +33.6% | -51.8% | -28.9% |
| 3Y | +80.1% | +44.7% | +35.4% | +43.7% |
| All | +66.3% | +25.7% | +40.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling