-33.0%
TSLL vs TPG
-12.0%
-20.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | +17.8% | +5.0% | +12.8% | +14.5% |
| 30D | +8.2% | +15.7% | -7.4% | +0.3% |
| 3M | +20.9% | -10.6% | +31.5% | +30.0% |
| 6M | -37.5% | +15.9% | -53.4% | -41.5% |
| YTD | -44.5% | -20.6% | -23.9% | -41.1% |
| 1Y | -33.0% | -11.8% | -21.2% | -29.6% |
| All | -33.0% | -12.0% | -20.9% | -29.6% |
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 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