+81.2%
TPG vs NTRS
+168.2%
-87.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +0.9% |
| 7D | -9.4% | +1.4% | -10.8% | -10.3% |
| 30D | -5.3% | -0.7% | -4.6% | -4.9% |
| 3M | +12.9% | +11.3% | +1.6% | +4.2% |
| 6M | +20.1% | +35.5% | -15.4% | -4.8% |
| YTD | -22.5% | +40.6% | -63.1% | -40.1% |
| 1Y | -19.7% | +49.2% | -68.9% | -40.6% |
| 3Y | +81.2% | +167.2% | -86.0% | -13.0% |
| All | +81.2% | +168.2% | -87.0% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling