+66.3%
TPG vs RBA
+40.8%
+25.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.6% |
| 7D | -11.8% | -3.3% | -8.5% | -10.6% |
| 30D | -6.3% | -9.8% | +3.5% | -2.3% |
| 3M | +13.6% | -23.5% | +37.0% | +25.8% |
| 6M | +13.8% | -21.5% | +35.4% | +24.4% |
| YTD | -23.7% | -21.2% | -2.6% | -17.0% |
| 1Y | -18.2% | -30.2% | +12.0% | -6.3% |
| 3Y | +80.1% | +25.3% | +54.8% | +64.6% |
| All | +66.3% | +40.8% | +25.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling