+80.4%
TPG vs REPL
-38.5%
+118.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.3% |
| 7D | -2.9% | -5.7% | +2.9% | -2.7% |
| 30D | +5.0% | +22.5% | -17.4% | +4.4% |
| 3M | +24.9% | +64.7% | -39.8% | +21.5% |
| 6M | +21.1% | +83.0% | -61.9% | +13.9% |
| YTD | -17.3% | +52.0% | -69.2% | -21.7% |
| 1Y | -9.8% | +144.5% | -154.4% | -18.5% |
| 3Y | +95.4% | -25.1% | +120.5% | +77.8% |
| All | +80.4% | -38.5% | +118.9% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling