+52.5%
WAT vs TPG
+78.9%
-26.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | +0.4% |
| 7D | -2.9% | -11.8% | +8.9% | +0.6% |
| 30D | -3.2% | -6.3% | +3.0% | -1.6% |
| 3M | +10.6% | +13.6% | -3.0% | +6.2% |
| 6M | +34.0% | +13.8% | +20.2% | +28.5% |
| YTD | +5.7% | -23.7% | +29.5% | +12.3% |
| 1Y | +37.1% | -18.2% | +55.2% | +42.2% |
| All | +52.5% | +78.9% | -26.4% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling