+69.0%
TPG vs RBA
+46.2%
+22.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | 0.0% |
| 7D | -9.4% | +0.1% | -9.5% | -9.4% |
| 30D | -5.3% | -2.9% | -2.3% | -4.2% |
| 3M | +12.9% | -20.9% | +33.8% | +23.3% |
| 6M | +20.1% | -17.7% | +37.8% | +28.6% |
| YTD | -22.5% | -18.2% | -4.3% | -17.0% |
| 1Y | -19.7% | -29.1% | +9.4% | -8.6% |
| 3Y | +81.2% | +29.5% | +51.7% | +63.3% |
| All | +69.0% | +46.2% | +22.8% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling