+60.4%
VT vs TPG
+78.3%
-17.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +2.4% | +5.0% | -2.7% | +1.0% |
| 30D | -1.5% | +15.7% | -17.2% | -5.4% |
| 3M | -4.1% | -10.6% | +6.5% | -1.6% |
| 6M | +0.6% | +15.9% | -15.4% | -4.2% |
| YTD | +11.0% | -20.6% | +31.7% | +16.4% |
| 1Y | +13.3% | -11.8% | +25.1% | +15.0% |
| 3Y | +73.4% | +71.6% | +1.8% | +39.1% |
| All | +60.4% | +78.3% | -17.9% | +19.5% |
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 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