+46.4%
WM vs TPG
+71.4%
-24.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | -0.6% |
| 7D | -3.1% | -11.8% | +8.7% | -2.5% |
| 30D | -5.3% | -6.3% | +0.9% | -5.1% |
| 3M | -4.2% | +13.6% | -17.8% | -5.0% |
| 6M | -8.1% | +13.8% | -21.9% | -8.9% |
| YTD | -1.4% | -23.7% | +22.3% | +0.1% |
| 1Y | +0.2% | -18.2% | +18.4% | +1.2% |
| 3Y | +43.1% | +80.1% | -37.1% | +33.3% |
| All | +46.4% | +71.4% | -24.9% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling