+207.8%
WAB vs TPG
+71.4%
+136.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +4.0% | +1.1% |
| 7D | -0.2% | -11.8% | +11.6% | +3.5% |
| 30D | -5.9% | -6.3% | +0.4% | -4.3% |
| 3M | +9.4% | +13.6% | -4.2% | +4.6% |
| 6M | +13.8% | +13.8% | 0.0% | +8.1% |
| YTD | +31.8% | -23.7% | +55.5% | +41.2% |
| 1Y | +48.5% | -18.2% | +66.7% | +54.8% |
| 3Y | +167.0% | +80.1% | +86.8% | +108.8% |
| All | +207.8% | +71.4% | +136.4% | +125.3% |
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