+197.2%
WWD vs TPG
+71.4%
+125.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -0.3% |
| 7D | -2.9% | -11.8% | +9.0% | +0.8% |
| 30D | -6.6% | -6.3% | -0.3% | -5.1% |
| 3M | -9.3% | +13.6% | -22.9% | -13.2% |
| 6M | -13.6% | +13.8% | -27.4% | -17.7% |
| YTD | +10.4% | -23.7% | +34.1% | +17.8% |
| 1Y | +39.9% | -18.2% | +58.0% | +45.0% |
| 3Y | +165.0% | +80.1% | +84.9% | +105.7% |
| All | +197.2% | +71.4% | +125.9% | +116.2% |
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