-19.7%
TPG vs SM
+48.5%
-68.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -9.4% | +4.6% | -14.0% | -9.2% |
| 30D | -5.3% | +18.2% | -23.5% | -4.6% |
| 3M | +12.9% | +22.5% | -9.6% | +13.8% |
| 6M | +20.1% | +50.6% | -30.5% | +18.2% |
| YTD | -22.5% | +108.1% | -130.6% | -27.4% |
| 1Y | -19.7% | +46.0% | -65.7% | -22.8% |
| All | -19.7% | +48.5% | -68.2% | -22.8% |
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