-43.2%
Z vs TPG
+78.6%
-121.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +1.5% |
| 7D | -7.1% | -6.5% | -0.5% | -3.4% |
| 30D | -4.8% | +0.1% | -4.8% | -4.6% |
| 3M | -9.3% | +14.5% | -23.9% | -16.1% |
| 6M | -29.0% | +17.3% | -46.3% | -35.4% |
| YTD | -52.9% | -20.5% | -32.4% | -47.2% |
| 1Y | -63.1% | -13.2% | -49.9% | -60.9% |
| 3Y | -36.9% | +87.7% | -124.6% | -61.3% |
| All | -43.2% | +78.6% | -121.8% | -68.8% |
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