+78.6%
V vs TPG
+74.1%
+4.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -1.2% | -9.4% | +8.2% | +1.0% |
| 30D | +3.1% | -5.3% | +8.3% | +4.2% |
| 3M | +16.3% | +12.9% | +3.4% | +12.6% |
| 6M | +20.4% | +20.1% | +0.3% | +14.4% |
| YTD | +6.3% | -22.5% | +28.8% | +11.6% |
| 1Y | +8.7% | -19.7% | +28.4% | +12.8% |
| 3Y | +53.3% | +81.2% | -27.9% | +23.3% |
| All | +78.6% | +74.1% | +4.5% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling