+282.6%
TPR vs TPG
+86.5%
+196.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.0% |
| 7D | -7.3% | -6.5% | -0.8% | -5.3% |
| 30D | -30.7% | +0.1% | -30.8% | -31.4% |
| 3M | -21.6% | +14.5% | -36.1% | -26.4% |
| 6M | -21.3% | +17.3% | -38.7% | -27.3% |
| YTD | -10.2% | -20.5% | +10.3% | -3.9% |
| 1Y | +9.5% | -13.2% | +22.7% | +12.3% |
| All | +282.6% | +86.5% | +196.1% | +175.2% |
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