+201.2%
WWD vs TPG
+74.1%
+127.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +0.9% |
| 7D | -2.6% | -9.4% | +6.8% | +0.2% |
| 30D | -6.9% | -5.3% | -1.7% | -5.7% |
| 3M | -13.0% | +12.9% | -26.0% | -16.7% |
| 6M | -12.5% | +20.1% | -32.5% | -17.9% |
| YTD | +11.8% | -22.5% | +34.3% | +18.8% |
| 1Y | +41.1% | -19.7% | +60.7% | +47.3% |
| 3Y | +163.1% | +81.2% | +81.9% | +103.8% |
| All | +201.2% | +74.1% | +127.1% | +118.0% |
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 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