+73.3%
TPG vs RVTY
-31.6%
+104.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -2.8% |
| 7D | -6.5% | -5.4% | -1.1% | -4.1% |
| 30D | +0.1% | +6.7% | -6.7% | -3.0% |
| 3M | +14.5% | +19.0% | -4.5% | +4.8% |
| 6M | +17.3% | +34.6% | -17.3% | +0.6% |
| YTD | -20.5% | +28.3% | -48.8% | -30.2% |
| 1Y | -13.2% | +46.0% | -59.3% | -28.8% |
| 3Y | +87.7% | +16.9% | +70.9% | +63.3% |
| All | +73.3% | -31.6% | +104.9% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling