-19.7%
TPG vs EFV
+27.7%
-47.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.7% |
| 7D | -9.4% | -0.8% | -8.6% | -8.7% |
| 30D | -5.3% | +0.6% | -5.9% | -5.7% |
| 3M | +12.9% | +7.5% | +5.4% | +6.5% |
| 6M | +20.1% | +13.0% | +7.1% | +9.1% |
| YTD | -22.5% | +18.3% | -40.8% | -36.2% |
| 1Y | -19.7% | +26.7% | -46.4% | -40.5% |
| All | -19.7% | +27.7% | -47.3% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling