-38.2%
XYZ vs TPG
+78.3%
-116.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | -1.1% | +5.0% | -6.1% | -4.7% |
| 30D | +11.5% | +15.7% | -4.2% | -0.3% |
| 3M | +1.8% | -10.6% | +12.4% | +10.0% |
| 6M | +21.2% | +15.9% | +5.3% | +5.9% |
| YTD | +29.9% | -20.6% | +50.6% | +50.5% |
| 1Y | +35.8% | -11.8% | +47.5% | +43.3% |
| 3Y | +62.6% | +71.6% | -9.0% | -12.0% |
| All | -38.2% | +78.3% | -116.6% | -69.5% |
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 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