+81.2%
TPG vs SPY
+77.0%
+4.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.1% |
| 6M | +20.1% | +13.6% | +6.5% | -0.7% |
| YTD | -22.5% | +12.7% | -35.2% | -34.8% |
| 1Y | -19.7% | +17.5% | -37.2% | -36.6% |
| 3Y | +81.2% | +76.9% | +4.3% | -17.8% |
| All | +81.2% | +77.0% | +4.2% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling