-19.7%
TPG vs SPY
+18.1%
-37.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.3% |
| 7D | -9.4% | -0.8% | -8.7% | -8.3% |
| 30D | -5.3% | -1.1% | -4.2% | -3.5% |
| 3M | +12.9% | +3.9% | +9.1% | +7.6% |
| 6M | +20.1% | +13.6% | +6.5% | +1.9% |
| YTD | -22.5% | +12.7% | -35.2% | -32.7% |
| 1Y | -19.7% | +17.5% | -37.2% | -33.8% |
| All | -19.7% | +18.1% | -37.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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