+69.0%
TPG vs DTE
+28.7%
+40.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | -9.4% | -2.6% | -6.8% | -8.6% |
| 30D | -5.3% | -4.4% | -0.9% | -3.9% |
| 3M | +12.9% | -8.3% | +21.3% | +16.0% |
| 6M | +20.1% | -8.1% | +28.2% | +22.9% |
| YTD | -22.5% | +4.4% | -26.9% | -24.7% |
| 1Y | -19.7% | +0.2% | -19.9% | -20.8% |
| 3Y | +81.2% | +42.6% | +38.6% | +49.5% |
| All | +69.0% | +28.7% | +40.3% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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