-42.3%
XYZ vs TPG
+71.4%
-113.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +2.6% |
| 7D | -5.2% | -11.8% | +6.7% | +4.2% |
| 30D | 0.0% | -6.3% | +6.3% | +4.7% |
| 3M | +18.7% | +13.6% | +5.1% | +6.1% |
| 6M | +20.5% | +13.8% | +6.7% | +6.6% |
| YTD | +21.5% | -23.7% | +45.2% | +45.8% |
| 1Y | +7.2% | -18.2% | +25.4% | +19.8% |
| 3Y | +49.0% | +80.1% | -31.2% | -23.2% |
| All | -42.3% | +71.4% | -113.6% | -70.5% |
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