+230.9%
TSM vs TPG
+71.4%
+159.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.4% | -0.1% |
| 7D | +2.6% | -11.8% | +14.5% | +7.6% |
| 30D | +1.4% | -6.3% | +7.7% | +3.5% |
| 3M | +5.0% | +13.6% | -8.6% | -1.1% |
| 6M | +24.0% | +13.8% | +10.1% | +16.1% |
| YTD | +41.6% | -23.7% | +65.3% | +54.8% |
| 1Y | +66.2% | -18.2% | +84.3% | +75.5% |
| 3Y | +398.2% | +80.1% | +318.1% | +278.3% |
| All | +230.9% | +71.4% | +159.5% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling