+64.8%
TPG vs DOC
-25.5%
+90.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -0.4% | +6.5% | -6.8% | -3.3% |
| 30D | +4.5% | +9.2% | -4.7% | +0.3% |
| 3M | -3.1% | -2.5% | -0.6% | -2.1% |
| 6M | +5.8% | +7.1% | -1.3% | +1.7% |
| YTD | -24.4% | +33.0% | -57.4% | -35.9% |
| 1Y | -11.1% | +23.3% | -34.3% | -21.6% |
| 3Y | +77.5% | +44.9% | +32.5% | +35.7% |
| All | +64.8% | -25.5% | +90.3% | +99.6% |
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