+69.0%
TPG vs RVTY
-31.3%
+100.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.3% |
| 7D | -9.4% | -4.5% | -4.9% | -7.4% |
| 30D | -5.3% | +5.5% | -10.7% | -7.7% |
| 3M | +12.9% | +22.5% | -9.6% | +2.0% |
| 6M | +20.1% | +38.9% | -18.8% | +1.5% |
| YTD | -22.5% | +28.7% | -51.2% | -32.1% |
| 1Y | -19.7% | +45.5% | -65.2% | -33.9% |
| 3Y | +81.2% | +16.4% | +64.8% | +58.1% |
| All | +69.0% | -31.3% | +100.3% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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