+81.2%
TPG vs EXEL
+154.7%
-73.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.0% |
| 7D | -9.4% | -4.9% | -4.5% | -8.8% |
| 30D | -5.3% | +11.4% | -16.7% | -6.8% |
| 3M | +12.9% | +4.9% | +8.0% | +11.9% |
| 6M | +20.1% | +34.4% | -14.3% | +14.2% |
| YTD | -22.5% | +28.0% | -50.5% | -25.9% |
| 1Y | -19.7% | +43.6% | -63.3% | -24.9% |
| 3Y | +81.2% | +155.2% | -74.0% | +52.9% |
| All | +81.2% | +154.7% | -73.5% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling