+78.3%
TPG vs FIVE
+48.7%
+29.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.7% | -3.5% |
| 7D | -11.8% | +0.6% | -12.4% | -11.9% |
| 30D | -6.3% | +3.0% | -9.3% | -6.9% |
| 3M | +13.6% | +23.2% | -9.6% | +8.2% |
| 6M | +13.8% | +9.2% | +4.7% | +10.4% |
| YTD | -23.7% | +28.1% | -51.8% | -28.8% |
| 1Y | -18.2% | +65.3% | -83.4% | -28.3% |
| All | +78.3% | +48.7% | +29.6% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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