+69.0%
TPG vs TAP
-7.3%
+76.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -9.4% | -3.9% | -5.5% | -8.6% |
| 30D | -5.3% | -5.3% | 0.0% | -4.1% |
| 3M | +12.9% | -3.8% | +16.7% | +13.7% |
| 6M | +20.1% | -11.4% | +31.5% | +23.1% |
| YTD | -22.5% | -13.7% | -8.8% | -20.3% |
| 1Y | -19.7% | -17.2% | -2.5% | -16.6% |
| 3Y | +81.2% | -33.1% | +114.3% | +98.4% |
| All | +69.0% | -7.3% | +76.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling