+19.8%
WAT vs TPG
+78.6%
-58.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.6% |
| 7D | -1.8% | -6.5% | +4.7% | +0.2% |
| 30D | -1.7% | +0.1% | -1.8% | -1.9% |
| 3M | +9.1% | +14.5% | -5.5% | +4.2% |
| 6M | +32.4% | +17.3% | +15.1% | +25.5% |
| YTD | +6.6% | -20.5% | +27.1% | +12.5% |
| 1Y | +34.7% | -13.2% | +47.9% | +37.8% |
| 3Y | +53.6% | +87.7% | -34.1% | +16.8% |
| All | +19.8% | +78.6% | -58.8% | -13.3% |
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