-52.0%
TSLL vs TPG
+87.2%
-139.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +3.9% |
| 7D | +5.1% | -6.5% | +11.6% | +12.5% |
| 30D | +20.0% | +0.1% | +19.9% | +19.7% |
| 3M | -23.8% | +14.5% | -38.3% | -34.2% |
| 6M | -30.3% | +17.3% | -47.6% | -42.3% |
| YTD | -47.7% | -20.5% | -27.1% | -35.9% |
| 1Y | -21.2% | -13.2% | -7.9% | -15.2% |
| 3Y | -26.9% | +87.7% | -114.6% | -54.4% |
| All | -52.0% | +87.2% | -139.2% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling