+69.0%
TPG vs TCOM
+59.7%
+9.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -9.4% | -4.9% | -4.5% | -8.6% |
| 30D | -5.3% | -14.4% | +9.1% | -2.7% |
| 3M | +12.9% | -17.7% | +30.6% | +16.3% |
| 6M | +20.1% | -25.1% | +45.2% | +25.8% |
| YTD | -22.5% | -45.7% | +23.2% | -14.4% |
| 1Y | -19.7% | -47.9% | +28.2% | -10.7% |
| 3Y | +81.2% | +8.9% | +72.3% | +69.3% |
| All | +69.0% | +59.7% | +9.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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