-23.4%
TSLL vs TPG
-16.8%
-6.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -0.1% |
| 7D | -7.3% | -11.8% | +4.5% | -0.8% |
| 30D | +15.8% | -6.3% | +22.0% | +20.2% |
| 3M | -19.5% | +13.6% | -33.0% | -23.8% |
| 6M | -32.1% | +13.8% | -45.9% | -35.9% |
| YTD | -48.9% | -23.7% | -25.1% | -45.2% |
| 1Y | -23.4% | -18.2% | -5.2% | -19.8% |
| All | -23.4% | -16.8% | -6.6% | -19.8% |
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 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