+20.3%
UL vs TPG
+81.8%
-61.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | -3.4% | -9.4% | +6.0% | -3.3% |
| 30D | +0.5% | -5.3% | +5.7% | +0.6% |
| 3M | +7.2% | +12.9% | -5.7% | +7.3% |
| 6M | -3.1% | +20.1% | -23.1% | -2.9% |
| YTD | -2.7% | -22.5% | +19.8% | -2.7% |
| 1Y | -10.2% | -19.7% | +9.4% | -10.2% |
| 3Y | +20.3% | +81.2% | -60.9% | +16.2% |
| All | +20.3% | +81.8% | -61.6% | +16.2% |
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