+69.0%
TPG vs TXT
+5.7%
+63.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.1% |
| 7D | -9.4% | +2.5% | -11.9% | -10.9% |
| 30D | -5.3% | -8.9% | +3.6% | +0.7% |
| 3M | +12.9% | -13.6% | +26.5% | +23.8% |
| 6M | +20.1% | -13.1% | +33.2% | +30.0% |
| YTD | -22.5% | -7.0% | -15.5% | -20.9% |
| 1Y | -19.7% | -1.4% | -18.3% | -21.8% |
| 3Y | +81.2% | +7.0% | +74.2% | +60.8% |
| All | +69.0% | +5.7% | +63.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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