-39.6%
XYZ vs TPG
+92.2%
-131.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | +0.1% |
| 7D | -1.0% | -2.4% | +1.5% | +0.9% |
| 30D | -1.7% | +11.1% | -12.8% | -9.5% |
| 3M | +16.7% | +26.3% | -9.5% | -3.7% |
| 6M | +26.9% | +18.3% | +8.5% | +9.3% |
| YTD | +27.1% | -14.4% | +41.6% | +40.1% |
| 1Y | +9.3% | -6.7% | +16.0% | +10.5% |
| 3Y | +42.3% | +111.5% | -69.2% | -35.6% |
| All | -39.6% | +92.2% | -131.8% | -71.6% |
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