-24.1%
TRMB vs TPG
+74.1%
-98.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.7% |
| 7D | -3.0% | -9.4% | +6.4% | +1.7% |
| 30D | +2.3% | -5.3% | +7.6% | +4.8% |
| 3M | +15.3% | +12.9% | +2.4% | +7.9% |
| 6M | -14.7% | +20.1% | -34.8% | -23.1% |
| YTD | -26.4% | -22.5% | -3.9% | -17.9% |
| 1Y | -30.4% | -19.7% | -10.7% | -24.1% |
| 3Y | +13.5% | +81.2% | -67.7% | -20.3% |
| All | -24.1% | +74.1% | -98.2% | -50.6% |
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