+69.0%
TPG vs NWSA
+35.7%
+33.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -9.4% | -2.8% | -6.6% | -7.7% |
| 30D | -5.3% | +3.0% | -8.3% | -7.0% |
| 3M | +12.9% | +12.3% | +0.6% | +4.0% |
| 6M | +20.1% | +21.9% | -1.8% | +4.2% |
| YTD | -22.5% | +13.6% | -36.1% | -29.7% |
| 1Y | -19.7% | +0.5% | -20.2% | -20.8% |
| 3Y | +81.2% | +43.8% | +37.4% | +40.8% |
| All | +69.0% | +35.7% | +33.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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