+81.2%
TPG vs QSR
+25.8%
+55.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -9.4% | -4.0% | -5.4% | -8.3% |
| 30D | -5.3% | +2.8% | -8.0% | -6.0% |
| 3M | +12.9% | +5.1% | +7.8% | +11.2% |
| 6M | +20.1% | +8.8% | +11.3% | +16.8% |
| YTD | -22.5% | +14.8% | -37.3% | -26.0% |
| 1Y | -19.7% | +25.7% | -45.4% | -25.5% |
| 3Y | +81.2% | +27.5% | +53.7% | +66.8% |
| All | +81.2% | +25.8% | +55.4% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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