-37.2%
TSLL vs TPG
+14.2%
-51.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.4% |
| 7D | +0.5% | -1.1% | +1.6% | +2.0% |
| 30D | +2.7% | +10.0% | -7.3% | -1.9% |
| 3M | +26.3% | -0.9% | +27.2% | +29.4% |
| 6M | -37.2% | +15.1% | -52.2% | -41.4% |
| All | -37.2% | +14.2% | -51.4% | -41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling