+30.8%
VMC vs TPG
+71.4%
-40.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.5% |
| 7D | -3.7% | -11.8% | +8.1% | 0.0% |
| 30D | -12.8% | -6.3% | -6.5% | -11.2% |
| 3M | -7.9% | +13.6% | -21.5% | -11.9% |
| 6M | -7.5% | +13.8% | -21.3% | -12.0% |
| YTD | -11.6% | -23.7% | +12.1% | -5.1% |
| 1Y | -14.3% | -18.2% | +3.9% | -10.4% |
| 3Y | +18.5% | +80.1% | -61.6% | -7.5% |
| All | +30.8% | +71.4% | -40.6% | -1.8% |
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