+80.2%
WFC vs TPG
+78.6%
+1.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.9% | +3.4% |
| 7D | +0.4% | -6.5% | +7.0% | +2.8% |
| 30D | +2.5% | +0.1% | +2.4% | +2.0% |
| 3M | +10.0% | +14.5% | -4.5% | +3.7% |
| 6M | +15.1% | +17.3% | -2.3% | +6.6% |
| YTD | -2.2% | -20.5% | +18.3% | +4.8% |
| 1Y | +13.5% | -13.2% | +26.7% | +16.8% |
| 3Y | +135.2% | +87.7% | +47.5% | +77.5% |
| All | +80.2% | +78.6% | +1.6% | +26.9% |
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 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