+66.3%
TPG vs WU
-45.2%
+111.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -11.8% | -5.0% | -6.9% | -10.0% |
| 30D | -6.3% | -2.3% | -4.0% | -5.3% |
| 3M | +13.6% | -3.2% | +16.8% | +12.9% |
| 6M | +13.8% | -25.0% | +38.9% | +26.1% |
| YTD | -23.7% | -21.7% | -2.1% | -17.1% |
| 1Y | -18.2% | -9.0% | -9.2% | -17.3% |
| 3Y | +80.1% | -28.9% | +109.0% | +95.9% |
| All | +66.3% | -45.2% | +111.5% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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