+69.0%
TPG vs ESTC
-18.1%
+87.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -9.4% | -9.2% | -0.2% | -7.1% |
| 30D | -5.3% | +8.1% | -13.3% | -7.8% |
| 3M | +12.9% | +38.5% | -25.6% | +2.5% |
| 6M | +20.1% | +57.8% | -37.7% | +4.4% |
| YTD | -22.5% | +10.5% | -33.0% | -26.4% |
| 1Y | -19.7% | -6.4% | -13.3% | -21.0% |
| 3Y | +81.2% | +4.7% | +76.5% | +60.3% |
| All | +69.0% | -18.1% | +87.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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