+17.4%
TPR vs TPG
-6.0%
+23.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -2.3% | -2.4% | +0.1% | -2.0% |
| 30D | -23.0% | +11.1% | -34.0% | -24.7% |
| 3M | -12.5% | +26.3% | -38.7% | -17.0% |
| 6M | -21.4% | +18.3% | -39.8% | -24.5% |
| YTD | -3.5% | -14.4% | +10.9% | -0.5% |
| 1Y | +17.4% | -6.7% | +24.1% | +20.5% |
| All | +17.4% | -6.0% | +23.4% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling