+66.3%
TPG vs TMF
-86.9%
+153.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.8% |
| 7D | -11.8% | -4.8% | -7.0% | -11.5% |
| 30D | -6.3% | -4.9% | -1.4% | -5.8% |
| 3M | +13.6% | -13.4% | +27.0% | +14.8% |
| 6M | +13.8% | -23.0% | +36.9% | +16.0% |
| YTD | -23.7% | -20.2% | -3.5% | -22.5% |
| 1Y | -18.2% | -26.5% | +8.3% | -16.4% |
| 3Y | +80.1% | -45.2% | +125.3% | +83.4% |
| All | +66.3% | -86.9% | +153.3% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling