-97.2%
TSLQ vs TPG
+132.6%
-229.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | +0.5% |
| 7D | -6.6% | -9.4% | +2.8% | -14.9% |
| 30D | -24.3% | -5.3% | -19.0% | -26.9% |
| 3M | -3.6% | +12.9% | -16.5% | +11.5% |
| 6M | -12.0% | +20.1% | -32.0% | +10.9% |
| YTD | +1.4% | -22.5% | +23.9% | -15.0% |
| 1Y | -43.6% | -19.7% | -23.9% | -50.7% |
| 3Y | -95.4% | +81.2% | -176.6% | -89.7% |
| All | -97.2% | +132.6% | -229.7% | -91.8% |
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 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