-19.7%
TPG vs JAAA
+4.9%
-24.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +0.8% |
| 7D | -9.4% | +0.1% | -9.5% | -10.2% |
| 30D | -5.3% | +0.5% | -5.8% | -10.3% |
| 3M | +12.9% | +1.3% | +11.7% | -0.9% |
| 6M | +20.1% | +2.8% | +17.3% | -9.1% |
| YTD | -22.5% | +3.3% | -25.8% | -41.9% |
| 1Y | -19.7% | +4.9% | -24.6% | -46.2% |
| All | -19.7% | +4.9% | -24.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling