-5.4%
TSLL vs TPG
+77.6%
-83.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.6% |
| 7D | -11.0% | +2.0% | -13.1% | -11.9% |
| 30D | -5.3% | +9.1% | -14.4% | -14.5% |
| 3M | +20.8% | +1.0% | +19.8% | +18.3% |
| 6M | -36.0% | +13.3% | -49.3% | -46.4% |
| YTD | -47.3% | -19.8% | -27.5% | -34.2% |
| 1Y | -48.4% | -6.2% | -42.2% | -49.4% |
| 3Y | -5.4% | +75.4% | -80.8% | -36.2% |
| All | -5.4% | +77.6% | -83.0% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling