+396.0%
TPR vs TPG
+75.0%
+321.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -0.3% | +5.0% | -5.3% | -1.9% |
| 30D | +15.1% | +15.7% | -0.6% | +9.3% |
| 3M | +3.5% | -10.6% | +14.1% | +6.7% |
| 6M | +0.4% | +15.9% | -15.5% | -6.9% |
| YTD | +4.6% | -20.6% | +25.2% | +11.6% |
| 1Y | +33.1% | -11.8% | +44.9% | +35.3% |
| 3Y | +396.0% | +71.6% | +324.4% | +214.5% |
| All | +396.0% | +75.0% | +321.0% | +214.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling