+16.3%
USB vs TPG
+69.8%
-53.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +5.8% | +4.5% | +1.4% | +3.8% |
| 3M | -6.0% | -3.1% | -2.9% | -5.6% |
| 6M | +7.8% | +5.8% | +2.0% | +4.1% |
| YTD | +14.6% | -24.4% | +39.0% | +24.7% |
| 1Y | +31.8% | -11.1% | +42.8% | +34.0% |
| 3Y | +91.5% | +77.5% | +14.1% | +44.5% |
| All | +16.3% | +69.8% | -53.5% | -16.5% |
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 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