+69.0%
TPG vs VEU
+55.7%
+13.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.3% |
| 7D | -9.4% | -1.4% | -8.0% | -7.7% |
| 30D | -5.3% | -0.4% | -4.8% | -4.7% |
| 3M | +12.9% | +2.5% | +10.4% | +9.3% |
| 6M | +20.1% | +11.1% | +8.9% | +3.4% |
| YTD | -22.5% | +16.5% | -39.0% | -37.9% |
| 1Y | -19.7% | +22.9% | -42.6% | -40.3% |
| 3Y | +81.2% | +73.4% | +7.8% | -17.8% |
| All | +69.0% | +55.7% | +13.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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