-23.4%
TSLL vs TPG
-6.0%
-17.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -11.2% |
| 7D | +1.9% | -2.4% | +4.3% | +3.5% |
| 30D | +17.8% | +11.1% | +6.7% | +12.0% |
| 3M | -37.0% | +26.3% | -63.3% | -43.5% |
| 6M | -37.7% | +18.3% | -56.0% | -43.1% |
| YTD | -51.4% | -14.4% | -36.9% | -51.1% |
| 1Y | -23.4% | -6.7% | -16.6% | -24.1% |
| All | -23.4% | -6.0% | -17.4% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling