+234.9%
TSM vs TPG
+74.1%
+160.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.6% |
| 7D | +1.0% | -9.4% | +10.4% | +4.8% |
| 30D | +1.0% | -5.3% | +6.2% | +2.6% |
| 3M | +2.9% | +12.9% | -10.0% | -2.9% |
| 6M | +22.8% | +20.1% | +2.7% | +12.7% |
| YTD | +43.3% | -22.5% | +65.8% | +55.7% |
| 1Y | +69.2% | -19.7% | +88.9% | +80.3% |
| 3Y | +404.5% | +81.2% | +323.3% | +282.1% |
| All | +234.9% | +74.1% | +160.8% | +135.5% |
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