+20.4%
UL vs TPG
+71.4%
-51.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.7% | -1.1% |
| 7D | -4.1% | -11.8% | +7.8% | -3.4% |
| 30D | -1.2% | -6.3% | +5.1% | -0.8% |
| 3M | +6.0% | +13.6% | -7.6% | +5.2% |
| 6M | -5.5% | +13.8% | -19.3% | -6.2% |
| YTD | -3.3% | -23.7% | +20.4% | -2.0% |
| 1Y | -9.8% | -18.2% | +8.4% | -9.1% |
| 3Y | +20.1% | +80.1% | -60.0% | +10.1% |
| All | +20.4% | +71.4% | -51.0% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling