+80.4%
TPG vs ESTC
-13.2%
+93.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -2.3% |
| 7D | -2.9% | -4.3% | +1.4% | -1.8% |
| 30D | +5.0% | +17.7% | -12.7% | -0.1% |
| 3M | +24.9% | +42.3% | -17.4% | +12.5% |
| 6M | +21.1% | +64.6% | -43.5% | +4.0% |
| YTD | -17.3% | +17.2% | -34.5% | -22.7% |
| 1Y | -9.8% | -4.2% | -5.6% | -11.8% |
| 3Y | +95.4% | +13.5% | +81.9% | +68.9% |
| All | +80.4% | -13.2% | +93.6% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling