+81.2%
TPG vs WSM
+230.1%
-148.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -9.4% | -0.5% | -8.9% | -9.2% |
| 30D | -5.3% | -7.7% | +2.5% | -2.6% |
| 3M | +12.9% | +3.8% | +9.1% | +11.3% |
| 6M | +20.1% | +22.7% | -2.6% | +11.6% |
| YTD | -22.5% | +28.0% | -50.5% | -28.8% |
| 1Y | -19.7% | +12.7% | -32.4% | -23.5% |
| 3Y | +81.2% | +231.3% | -150.1% | +27.5% |
| All | +81.2% | +230.1% | -148.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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