+80.4%
TPG vs RBA
+43.2%
+37.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.5% |
| 7D | -2.9% | -1.1% | -1.8% | -2.4% |
| 30D | +5.0% | -13.2% | +18.3% | +11.2% |
| 3M | +24.9% | -21.4% | +46.3% | +36.7% |
| 6M | +21.1% | -20.9% | +42.0% | +31.9% |
| YTD | -17.3% | -19.9% | +2.6% | -10.6% |
| 1Y | -9.8% | -28.7% | +18.9% | +2.4% |
| 3Y | +95.4% | +27.4% | +68.0% | +77.3% |
| All | +80.4% | +43.2% | +37.2% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling