-95.4%
TSLQ vs TPG
+81.8%
-177.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | +0.8% |
| 7D | -6.6% | -9.4% | +2.8% | -16.7% |
| 30D | -24.3% | -5.3% | -19.0% | -27.6% |
| 3M | -3.6% | +12.9% | -16.5% | +14.7% |
| 6M | -12.0% | +20.1% | -32.0% | +16.0% |
| YTD | +1.4% | -22.5% | +23.9% | -21.9% |
| 1Y | -43.6% | -19.7% | -23.9% | -54.6% |
| 3Y | -95.4% | +81.2% | -176.6% | -87.1% |
| All | -95.4% | +81.8% | -177.2% | -87.1% |
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 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