-19.7%
TPG vs UMAC
+129.0%
-148.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.8% |
| 7D | -9.4% | -3.4% | -6.0% | -9.3% |
| 30D | -5.3% | -15.1% | +9.8% | -4.8% |
| 3M | +12.9% | -10.8% | +23.7% | +12.4% |
| 6M | +20.1% | +15.7% | +4.4% | +16.6% |
| YTD | -22.5% | +80.1% | -102.6% | -28.4% |
| 1Y | -19.7% | +116.7% | -136.4% | -28.5% |
| All | -19.7% | +129.0% | -148.7% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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