-42.0%
XYZ vs TPG
+78.6%
-120.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | +2.1% |
| 7D | -3.7% | -6.5% | +2.8% | +1.3% |
| 30D | +0.5% | +0.1% | +0.5% | +0.2% |
| 3M | +16.3% | +14.5% | +1.7% | +3.5% |
| 6M | +21.1% | +17.3% | +3.8% | +4.9% |
| YTD | +22.0% | -20.5% | +42.5% | +42.0% |
| 1Y | +5.2% | -13.2% | +18.4% | +12.3% |
| 3Y | +49.6% | +87.7% | -38.2% | -25.1% |
| All | -42.0% | +78.6% | -120.6% | -71.2% |
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 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