+20.7%
XYZ vs TPG
+0.9%
+19.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.7% | +11.6% | +13.6% |
| 7D | +16.5% | +12.5% | +4.0% | +10.6% |
| 30D | +15.0% | +12.7% | +2.2% | +8.9% |
| 3M | +3.5% | +3.5% | 0.0% | +1.9% |
| 6M | +21.9% | +14.1% | +7.8% | +15.2% |
| YTD | +34.6% | -18.5% | +53.1% | +44.5% |
| 1Y | +20.7% | -1.8% | +22.5% | +15.7% |
| All | +20.7% | +0.9% | +19.8% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling