+141.2%
C vs TPG
+74.1%
+67.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | +0.8% | -9.4% | +10.2% | +4.8% |
| 30D | +0.9% | -5.3% | +6.2% | +2.7% |
| 3M | +1.1% | +12.9% | -11.9% | -4.8% |
| 6M | +28.4% | +20.1% | +8.3% | +17.2% |
| YTD | +20.8% | -22.5% | +43.3% | +31.7% |
| 1Y | +43.4% | -19.7% | +63.1% | +53.3% |
| 3Y | +274.9% | +81.2% | +193.7% | +183.8% |
| All | +141.2% | +74.1% | +67.1% | +72.3% |
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