-35.7%
VG vs TPG
-24.2%
-11.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.9% | +7.7% | +5.1% |
| 7D | +3.8% | -6.5% | +10.3% | +6.0% |
| 30D | +7.2% | +0.1% | +7.1% | +6.2% |
| 3M | +22.8% | +14.5% | +8.3% | +14.1% |
| 6M | +33.2% | +17.3% | +15.9% | +20.1% |
| YTD | +124.8% | -20.5% | +145.3% | +158.0% |
| 1Y | +15.8% | -13.2% | +29.1% | +23.7% |
| All | -35.7% | -24.2% | -11.5% | -10.4% |
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