+69.0%
TPG vs VYM
+61.1%
+7.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.5% |
| 7D | -9.4% | -0.8% | -8.6% | -8.1% |
| 30D | -5.3% | -2.2% | -3.0% | -1.3% |
| 3M | +12.9% | +3.1% | +9.9% | +7.7% |
| 6M | +20.1% | +9.7% | +10.4% | +2.9% |
| YTD | -22.5% | +14.9% | -37.4% | -38.5% |
| 1Y | -19.7% | +17.6% | -37.3% | -38.5% |
| 3Y | +81.2% | +65.3% | +15.9% | -18.3% |
| All | +69.0% | +61.1% | +7.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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