-33.7%
TSN vs TPG
+74.1%
-107.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | +3.0% | -9.4% | +12.5% | +3.9% |
| 30D | -4.2% | -5.3% | +1.1% | -3.9% |
| 3M | -3.9% | +12.9% | -16.8% | -5.2% |
| 6M | -9.8% | +20.1% | -29.9% | -11.7% |
| YTD | -7.3% | -22.5% | +15.2% | -5.5% |
| 1Y | -2.2% | -19.7% | +17.5% | -0.8% |
| 3Y | +11.9% | +81.2% | -69.3% | -1.2% |
| All | -33.7% | +74.1% | -107.9% | -43.6% |
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