+73.1%
TPG vs DOC
-26.2%
+99.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.0% | -0.9% | +5.9% | +5.5% |
| 30D | +15.7% | +7.7% | +7.9% | +11.8% |
| 3M | -10.6% | -2.0% | -8.6% | -9.8% |
| 6M | +15.9% | +5.9% | +10.1% | +12.1% |
| YTD | -20.6% | +31.8% | -52.5% | -32.4% |
| 1Y | -11.8% | +22.5% | -34.3% | -21.9% |
| 3Y | +71.6% | +54.7% | +16.8% | +25.2% |
| All | +73.1% | -26.2% | +99.3% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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