-81.6%
TTD vs TPG
+71.4%
-152.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.7% | +3.5% |
| 7D | -7.4% | -11.8% | +4.4% | +1.0% |
| 30D | +3.0% | -6.3% | +9.3% | +7.6% |
| 3M | -27.6% | +13.6% | -41.1% | -34.7% |
| 6M | -49.5% | +13.8% | -63.3% | -55.1% |
| YTD | -63.2% | -23.7% | -39.5% | -56.4% |
| 1Y | -69.7% | -18.2% | -51.6% | -66.7% |
| 3Y | -83.3% | +80.1% | -163.5% | -91.1% |
| All | -81.6% | +71.4% | -152.9% | -91.1% |
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