+66.3%
TPG vs REPL
-44.8%
+111.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.4% | +4.3% | -3.8% |
| 7D | -11.8% | -13.4% | +1.6% | -11.5% |
| 30D | -6.3% | -3.0% | -3.2% | -6.2% |
| 3M | +13.6% | +56.3% | -42.7% | +10.6% |
| 6M | +13.8% | +60.9% | -47.0% | +7.5% |
| YTD | -23.7% | +36.2% | -59.9% | -27.6% |
| 1Y | -18.2% | +121.0% | -139.2% | -25.8% |
| 3Y | +80.1% | -32.8% | +113.0% | +64.4% |
| All | +66.3% | -44.8% | +111.2% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling