+69.0%
TPG vs TRU
-28.6%
+97.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | -9.4% | -2.7% | -6.7% | -8.1% |
| 30D | -5.3% | -2.0% | -3.2% | -4.3% |
| 3M | +12.9% | +18.4% | -5.5% | +2.4% |
| 6M | +20.1% | +8.9% | +11.2% | +13.1% |
| YTD | -22.5% | -8.9% | -13.6% | -20.3% |
| 1Y | -19.7% | -15.9% | -3.8% | -14.4% |
| 3Y | +81.2% | -1.1% | +82.3% | +73.3% |
| All | +69.0% | -28.6% | +97.7% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling