+49.3%
WM vs TPG
+92.2%
-42.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.2% |
| 7D | -0.3% | -2.4% | +2.1% | -0.2% |
| 30D | -2.4% | +11.1% | -13.5% | -2.9% |
| 3M | +0.4% | +26.3% | -25.8% | -0.9% |
| 6M | -9.5% | +18.3% | -27.8% | -10.4% |
| YTD | +0.5% | -14.4% | +14.9% | +1.5% |
| 1Y | -1.1% | -6.7% | +5.6% | -0.8% |
| 3Y | +46.0% | +111.5% | -65.4% | +34.7% |
| All | +49.3% | +92.2% | -42.9% | +36.0% |
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