+216.0%
C vs TPG
+75.0%
+141.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | +4.2% | +5.0% | -0.9% | +2.0% |
| 30D | +2.0% | +15.7% | -13.7% | -4.4% |
| 3M | -10.1% | -10.6% | +0.5% | -6.3% |
| 6M | +1.0% | +15.9% | -14.9% | -6.7% |
| YTD | +8.5% | -20.6% | +29.1% | +17.8% |
| 1Y | +25.7% | -11.8% | +37.5% | +29.5% |
| 3Y | +216.0% | +71.6% | +144.4% | +137.4% |
| All | +216.0% | +75.0% | +141.0% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling