+66.3%
TPG vs VCLT
-13.8%
+80.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.0% |
| 7D | -11.8% | -1.3% | -10.5% | -10.8% |
| 30D | -6.3% | -1.1% | -5.1% | -5.2% |
| 3M | +13.6% | -3.7% | +17.3% | +17.6% |
| 6M | +13.8% | -4.0% | +17.9% | +18.4% |
| YTD | -23.7% | -3.4% | -20.3% | -21.1% |
| 1Y | -18.2% | -4.1% | -14.0% | -14.8% |
| 3Y | +80.1% | +11.0% | +69.2% | +63.2% |
| All | +66.3% | -13.8% | +80.1% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling