+66.3%
TPG vs NWSA
+35.5%
+30.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -3.5% |
| 7D | -11.8% | -4.8% | -7.1% | -9.0% |
| 30D | -6.3% | +3.0% | -9.2% | -8.0% |
| 3M | +13.6% | +9.3% | +4.3% | +6.4% |
| 6M | +13.8% | +23.2% | -9.4% | -2.0% |
| YTD | -23.7% | +13.3% | -37.1% | -30.7% |
| 1Y | -18.2% | +2.9% | -21.1% | -20.7% |
| 3Y | +80.1% | +43.3% | +36.8% | +40.2% |
| All | +66.3% | +35.5% | +30.8% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling