+33.0%
USB vs TPG
-6.9%
+40.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +0.9% |
| 7D | +0.8% | +3.1% | -2.3% | 0.0% |
| 30D | +6.8% | +9.7% | -3.0% | +4.4% |
| 3M | -3.8% | +2.5% | -6.3% | -4.8% |
| 6M | +11.7% | +14.0% | -2.3% | +7.5% |
| YTD | +17.5% | -19.3% | +36.8% | +22.7% |
| All | +33.0% | -6.9% | +40.0% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling