+80.4%
TPG vs TXT
+3.7%
+76.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.7% |
| 7D | -2.9% | -0.2% | -2.6% | -2.7% |
| 30D | +5.0% | -11.1% | +16.1% | +13.4% |
| 3M | +24.9% | -13.0% | +37.9% | +36.3% |
| 6M | +21.1% | -16.2% | +37.3% | +34.5% |
| YTD | -17.3% | -8.7% | -8.5% | -14.6% |
| 1Y | -9.8% | -3.8% | -6.0% | -10.7% |
| 3Y | +95.4% | +5.5% | +89.9% | +74.9% |
| All | +80.4% | +3.7% | +76.7% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling