+73.3%
TPG vs EXEL
+223.9%
-150.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.1% | -4.1% |
| 7D | -6.5% | -0.3% | -6.2% | -6.5% |
| 30D | +0.1% | +10.1% | -10.1% | -1.9% |
| 3M | +14.5% | +10.1% | +4.4% | +12.1% |
| 6M | +17.3% | +37.7% | -20.3% | +9.4% |
| YTD | -20.5% | +33.1% | -53.6% | -25.6% |
| 1Y | -13.2% | +52.4% | -65.6% | -21.5% |
| 3Y | +87.7% | +163.8% | -76.1% | +44.0% |
| All | +73.3% | +223.9% | -150.5% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling