+75.0%
TPG vs DOC
-25.0%
+100.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | +2.0% | +4.3% | -2.3% | +0.1% |
| 30D | +9.1% | +9.2% | -0.1% | +4.8% |
| 3M | +1.0% | -0.8% | +1.9% | +1.3% |
| 6M | +13.3% | +7.1% | +6.3% | +9.0% |
| YTD | -19.8% | +34.0% | -53.7% | -32.2% |
| 1Y | -6.2% | +23.2% | -29.4% | -17.2% |
| 3Y | +75.4% | +53.6% | +21.8% | +29.1% |
| All | +75.0% | -25.0% | +100.0% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling