+251.3%
TPR vs TPG
+92.2%
+159.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -2.3% | -2.4% | +0.1% | -1.4% |
| 30D | -23.0% | +11.1% | -34.0% | -27.0% |
| 3M | -12.5% | +26.3% | -38.7% | -21.8% |
| 6M | -21.4% | +18.3% | -39.8% | -28.3% |
| YTD | -3.5% | -14.4% | +10.9% | +0.6% |
| 1Y | +17.4% | -6.7% | +24.1% | +16.8% |
| 3Y | +291.3% | +111.5% | +179.8% | +151.5% |
| All | +251.3% | +92.2% | +159.1% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling