+21.2%
UL vs TPG
+74.1%
-53.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -3.4% | -9.4% | +6.0% | -2.9% |
| 30D | +0.5% | -5.3% | +5.7% | +0.8% |
| 3M | +7.2% | +12.9% | -5.7% | +6.5% |
| 6M | -3.1% | +20.1% | -23.1% | -4.1% |
| YTD | -2.7% | -22.5% | +19.8% | -1.5% |
| 1Y | -10.2% | -19.7% | +9.4% | -9.4% |
| 3Y | +20.3% | +81.2% | -60.9% | +10.2% |
| All | +21.2% | +74.1% | -53.0% | +0.1% |
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