+81.2%
TPG vs REPL
-34.7%
+115.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.7% |
| 7D | -9.4% | -14.1% | +4.7% | -9.2% |
| 30D | -5.3% | -15.2% | +10.0% | -5.1% |
| 3M | +12.9% | +49.9% | -37.0% | +11.6% |
| 6M | +20.1% | +63.5% | -43.5% | +17.1% |
| YTD | -22.5% | +32.9% | -55.4% | -24.2% |
| 1Y | -19.7% | +115.0% | -134.7% | -23.2% |
| 3Y | +81.2% | -34.7% | +115.9% | +63.0% |
| All | +81.2% | -34.7% | +115.9% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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