+73.3%
TPG vs TMF
-86.5%
+159.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.3% | -3.8% |
| 7D | -6.5% | -0.9% | -5.6% | -6.4% |
| 30D | +0.1% | -1.0% | +1.1% | +0.2% |
| 3M | +14.5% | -11.3% | +25.8% | +15.5% |
| 6M | +17.3% | -22.7% | +40.0% | +19.5% |
| YTD | -20.5% | -17.3% | -3.2% | -19.5% |
| 1Y | -13.2% | -22.5% | +9.2% | -11.7% |
| 3Y | +87.7% | -43.2% | +131.0% | +90.6% |
| All | +73.3% | -86.5% | +159.8% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling