-30.2%
TYL vs TPG
+71.4%
-101.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.8% |
| 7D | -11.5% | -11.8% | +0.3% | -8.0% |
| 30D | +3.9% | -6.3% | +10.1% | +5.9% |
| 3M | +10.8% | +13.6% | -2.8% | +6.3% |
| 6M | -5.3% | +13.8% | -19.1% | -9.7% |
| YTD | -26.1% | -23.7% | -2.4% | -20.4% |
| 1Y | -38.5% | -18.2% | -20.4% | -35.6% |
| 3Y | -14.5% | +80.1% | -94.6% | -37.3% |
| All | -30.2% | +71.4% | -101.5% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling