+69.0%
TPG vs MDY
+40.3%
+28.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.5% |
| 7D | -9.4% | -1.9% | -7.6% | -7.0% |
| 30D | -5.3% | -4.6% | -0.6% | +1.1% |
| 3M | +12.9% | -1.2% | +14.2% | +15.2% |
| 6M | +20.1% | +9.2% | +10.9% | +6.6% |
| YTD | -22.5% | +13.1% | -35.5% | -34.1% |
| 1Y | -19.7% | +13.0% | -32.7% | -31.6% |
| 3Y | +81.2% | +49.2% | +32.0% | +9.7% |
| All | +69.0% | +40.3% | +28.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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