+69.0%
TPG vs DVA
+60.4%
+8.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -9.4% | -1.3% | -8.1% | -9.3% |
| 30D | -5.3% | 0.0% | -5.3% | -5.3% |
| 3M | +12.9% | -10.9% | +23.8% | +14.1% |
| 6M | +20.1% | +17.3% | +2.8% | +16.6% |
| YTD | -22.5% | +59.8% | -82.3% | -29.0% |
| 1Y | -19.7% | +36.3% | -55.9% | -24.1% |
| 3Y | +81.2% | +88.6% | -7.4% | +56.5% |
| All | +69.0% | +60.4% | +8.7% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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