-8.3%
TPG vs TRU
+4.5%
-12.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.8% | -7.2% |
| 7D | -2.5% | +9.8% | -12.3% | -6.2% |
| 30D | +3.9% | +30.7% | -26.8% | -7.2% |
| 3M | -1.4% | +3.8% | -5.2% | -3.1% |
| 6M | +5.0% | +21.9% | -16.9% | -4.5% |
| YTD | -24.0% | -2.8% | -21.2% | -24.6% |
| 1Y | -8.3% | +4.8% | -13.1% | -13.0% |
| All | -8.3% | +4.5% | -12.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling