+73.3%
TPG vs FIVE
+35.5%
+37.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -3.1% |
| 7D | -6.5% | +1.7% | -8.2% | -7.0% |
| 30D | +0.1% | +5.0% | -4.9% | -1.5% |
| 3M | +14.5% | +29.5% | -15.0% | +5.6% |
| 6M | +17.3% | +12.4% | +4.9% | +11.4% |
| YTD | -20.5% | +31.2% | -51.7% | -28.2% |
| 1Y | -13.2% | +72.9% | -86.1% | -28.4% |
| 3Y | +87.7% | +53.0% | +34.7% | +49.0% |
| All | +73.3% | +35.5% | +37.9% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling