-11.4%
TYL vs TPG
+81.2%
-92.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +0.5% | -1.1% | +1.6% | +0.7% |
| 30D | +25.2% | +10.0% | +15.2% | +21.1% |
| 3M | +31.8% | -0.9% | +32.7% | +31.5% |
| 6M | +36.3% | +15.1% | +21.2% | +29.5% |
| YTD | -6.3% | -19.4% | +13.1% | -1.2% |
| 1Y | -9.5% | -9.0% | -0.5% | -8.3% |
| 3Y | +1.6% | +76.2% | -74.6% | -24.5% |
| All | -11.4% | +81.2% | -92.6% | -39.7% |
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