+78.3%
TPG vs TMF
-44.0%
+122.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.7% |
| 7D | -11.8% | -4.8% | -7.0% | -11.4% |
| 30D | -6.3% | -4.9% | -1.4% | -5.7% |
| 3M | +13.6% | -13.4% | +27.0% | +15.1% |
| 6M | +13.8% | -23.0% | +36.9% | +16.4% |
| YTD | -23.7% | -20.2% | -3.5% | -22.3% |
| 1Y | -18.2% | -26.5% | +8.3% | -16.1% |
| All | +78.3% | -44.0% | +122.4% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling