+233.3%
TPR vs TPG
+71.4%
+161.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +3.5% |
| 7D | -5.1% | -11.8% | +6.7% | -0.4% |
| 30D | -27.6% | -6.3% | -21.3% | -26.5% |
| 3M | -17.5% | +13.6% | -31.0% | -23.2% |
| 6M | -21.3% | +13.8% | -35.2% | -27.4% |
| YTD | -8.5% | -23.7% | +15.3% | -0.2% |
| 1Y | +11.5% | -18.2% | +29.6% | +16.9% |
| 3Y | +288.0% | +80.1% | +207.9% | +166.8% |
| All | +233.3% | +71.4% | +161.9% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling