+81.2%
TPG vs VSXY
+352.7%
-271.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.2% |
| 7D | -9.4% | +0.1% | -9.5% | -9.4% |
| 30D | -5.3% | -18.7% | +13.4% | -2.9% |
| 3M | +12.9% | -4.0% | +16.9% | +12.9% |
| 6M | +20.1% | +67.5% | -47.4% | +8.1% |
| YTD | -22.5% | +39.7% | -62.1% | -28.4% |
| 1Y | -19.7% | +180.0% | -199.7% | -34.9% |
| 3Y | +81.2% | +337.3% | -256.1% | +37.9% |
| All | +81.2% | +352.7% | -271.5% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling