-8.3%
TPG vs NTRS
+37.4%
-45.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.7% | -3.1% | -4.3% |
| 7D | -2.5% | -0.9% | -1.6% | -1.7% |
| 30D | +3.9% | +1.1% | +2.8% | +3.4% |
| 3M | -1.4% | -6.6% | +5.2% | +2.8% |
| 6M | +5.0% | +7.1% | -2.1% | -0.8% |
| YTD | -24.0% | +27.4% | -51.4% | -38.3% |
| 1Y | -8.3% | +36.5% | -44.8% | -29.9% |
| All | -8.3% | +37.4% | -45.7% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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