-26.7%
TSLL vs TPG
+98.7%
-125.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.3% | +11.2% | +11.7% |
| 7D | +5.8% | -2.9% | +8.6% | +9.3% |
| 30D | +21.7% | +5.0% | +16.7% | +14.7% |
| 3M | -28.2% | +24.9% | -53.1% | -45.6% |
| 6M | -29.5% | +21.1% | -50.5% | -45.3% |
| YTD | -47.5% | -17.3% | -30.3% | -36.5% |
| 1Y | -20.8% | -9.8% | -11.0% | -18.6% |
| 3Y | -26.7% | +95.4% | -122.1% | -64.8% |
| All | -26.7% | +98.7% | -125.5% | -64.8% |
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 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