+69.0%
TPG vs VCLT
-13.7%
+82.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -9.4% | -1.4% | -8.1% | -8.3% |
| 30D | -5.3% | -1.2% | -4.1% | -4.1% |
| 3M | +12.9% | -4.8% | +17.7% | +18.1% |
| 6M | +20.1% | -2.6% | +22.7% | +23.3% |
| YTD | -22.5% | -3.3% | -19.1% | -19.9% |
| 1Y | -19.7% | -4.8% | -14.9% | -15.8% |
| 3Y | +81.2% | +11.5% | +69.7% | +63.4% |
| All | +69.0% | -13.7% | +82.7% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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