+13.8%
TPG vs NWSA
+20.8%
-7.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -3.8% |
| 7D | -11.8% | -4.8% | -7.1% | -10.7% |
| 30D | -6.3% | +3.0% | -9.2% | -6.7% |
| 3M | +13.6% | +9.3% | +4.3% | +11.8% |
| 6M | +13.8% | +23.2% | -9.4% | +5.3% |
| All | +13.8% | +20.8% | -7.0% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling