-51.7%
TSLL vs TPG
+88.9%
-140.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.5% |
| 7D | -11.0% | +2.0% | -13.1% | -11.8% |
| 30D | -5.3% | +9.1% | -14.4% | -13.5% |
| 3M | +20.8% | +1.0% | +19.8% | +18.7% |
| 6M | -36.0% | +13.3% | -49.3% | -45.1% |
| YTD | -47.3% | -19.8% | -27.5% | -36.4% |
| 1Y | -48.4% | -6.2% | -42.2% | -48.7% |
| 3Y | -5.4% | +75.4% | -80.8% | -38.6% |
| All | -51.7% | +88.9% | -140.6% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling