-11.6%
TYL vs TPG
+86.5%
-98.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -0.6% |
| 7D | -8.6% | -6.5% | -2.1% | -7.2% |
| 30D | +7.5% | +0.1% | +7.5% | +7.6% |
| 3M | +10.9% | +14.5% | -3.6% | +7.6% |
| 6M | -6.7% | +17.3% | -24.0% | -10.2% |
| YTD | -24.5% | -20.5% | -4.0% | -21.4% |
| 1Y | -38.6% | -13.2% | -25.4% | -37.4% |
| All | -11.6% | +86.5% | -98.1% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling