+80.4%
TPG vs TAP
-7.5%
+87.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.3% |
| 7D | -2.9% | -2.3% | -0.5% | -2.3% |
| 30D | +5.0% | -9.4% | +14.4% | +7.4% |
| 3M | +24.9% | -0.8% | +25.7% | +24.9% |
| 6M | +21.1% | -14.7% | +35.8% | +25.3% |
| YTD | -17.3% | -13.9% | -3.3% | -14.9% |
| 1Y | -9.8% | -18.6% | +8.8% | -5.9% |
| 3Y | +95.4% | -32.0% | +127.4% | +112.4% |
| All | +80.4% | -7.5% | +87.9% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling