+20.8%
WAT vs TPG
+74.1%
-53.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.2% |
| 7D | -0.3% | -9.4% | +9.2% | +2.7% |
| 30D | -1.9% | -5.3% | +3.4% | -0.5% |
| 3M | +13.5% | +12.9% | +0.6% | +8.9% |
| 6M | +37.2% | +20.1% | +17.2% | +29.2% |
| YTD | +7.5% | -22.5% | +30.0% | +14.3% |
| 1Y | +35.0% | -19.7% | +54.7% | +41.4% |
| 3Y | +55.1% | +81.2% | -26.1% | +19.2% |
| All | +20.8% | +74.1% | -53.3% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling