-81.1%
TTD vs TPG
+74.1%
-155.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.5% |
| 7D | -0.6% | -9.4% | +8.8% | +6.3% |
| 30D | +6.3% | -5.3% | +11.6% | +10.3% |
| 3M | -24.1% | +12.9% | -37.0% | -31.2% |
| 6M | -47.4% | +20.1% | -67.5% | -55.0% |
| YTD | -62.2% | -22.5% | -39.7% | -55.8% |
| 1Y | -68.3% | -19.7% | -48.6% | -64.5% |
| 3Y | -83.4% | +81.2% | -164.6% | -91.2% |
| All | -81.1% | +74.1% | -155.2% | -90.9% |
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