+81.2%
TPG vs WCC
+130.1%
-48.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | 0.0% |
| 7D | -9.4% | +1.5% | -11.0% | -10.0% |
| 30D | -5.3% | -2.1% | -3.1% | -4.8% |
| 3M | +12.9% | +3.8% | +9.1% | +9.8% |
| 6M | +20.1% | +35.0% | -14.9% | +1.8% |
| YTD | -22.5% | +46.4% | -68.9% | -37.2% |
| 1Y | -19.7% | +63.0% | -82.7% | -38.8% |
| 3Y | +81.2% | +133.9% | -52.7% | +9.0% |
| All | +81.2% | +130.1% | -48.9% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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