+69.0%
TPG vs TW
+9.9%
+59.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -9.4% | -4.5% | -4.9% | -7.9% |
| 30D | -5.3% | -2.3% | -3.0% | -4.5% |
| 3M | +12.9% | +2.6% | +10.3% | +11.0% |
| 6M | +20.1% | -17.5% | +37.6% | +27.6% |
| YTD | -22.5% | -5.3% | -17.2% | -22.7% |
| 1Y | -19.7% | -14.8% | -4.9% | -16.2% |
| 3Y | +81.2% | +18.8% | +62.4% | +53.8% |
| All | +69.0% | +9.9% | +59.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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