+741.3%
TTMI vs TPG
+74.1%
+667.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +2.6% |
| 7D | +0.7% | -9.4% | +10.1% | +5.1% |
| 30D | -8.4% | -5.3% | -3.2% | -6.8% |
| 3M | -32.5% | +12.9% | -45.4% | -36.8% |
| 6M | +32.5% | +20.1% | +12.4% | +19.4% |
| YTD | +83.2% | -22.5% | +105.7% | +100.9% |
| 1Y | +161.7% | -19.7% | +181.4% | +181.5% |
| 3Y | +890.1% | +81.2% | +808.9% | +611.9% |
| All | +741.3% | +74.1% | +667.1% | +463.6% |
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