-20.4%
TPG vs ZYBT
-58.9%
+38.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | -9.4% | -3.7% | -5.7% | -9.4% |
| 30D | -5.3% | 0.0% | -5.3% | -5.3% |
| 3M | +12.9% | +72.2% | -59.3% | +14.0% |
| 6M | +20.1% | +103.1% | -83.1% | +19.4% |
| YTD | -22.5% | +34.8% | -57.3% | -22.0% |
| 1Y | -19.7% | -83.2% | +63.5% | -15.0% |
| All | -20.4% | -58.9% | +38.5% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 10y: compounded portfolio wealth divided by compounded ZYBT 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…
10y analysis · Full analysis span regression · 6 months rolling