-45.6%
CAG vs TPG
+74.1%
-119.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -5.7% | -9.4% | +3.7% | -5.3% |
| 30D | -2.4% | -5.3% | +2.9% | -2.2% |
| 3M | +9.8% | +12.9% | -3.1% | +9.4% |
| 6M | -10.8% | +20.1% | -30.9% | -11.5% |
| YTD | -10.8% | -22.5% | +11.7% | -9.9% |
| 1Y | -19.0% | -19.7% | +0.7% | -18.3% |
| 3Y | -39.7% | +81.2% | -120.9% | -43.5% |
| All | -45.6% | +74.1% | -119.8% | -51.0% |
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