-1.8%
TPG vs SM
+70.4%
-72.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -15.3% | +19.0% | +2.2% |
| 7D | +12.5% | -21.5% | +34.0% | +10.2% |
| 30D | +12.7% | -11.4% | +24.1% | +11.4% |
| 3M | +3.5% | +0.6% | +2.9% | +3.2% |
| 6M | +14.1% | +0.2% | +13.9% | +13.6% |
| YTD | -18.5% | +69.7% | -88.1% | -25.3% |
| 1Y | -1.8% | +71.6% | -73.4% | -9.7% |
| All | -1.8% | +70.4% | -72.2% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling