+201.7%
CAKE vs TPG
+74.1%
+127.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | -4.5% | -9.4% | +4.9% | -0.8% |
| 30D | -12.4% | -5.3% | -7.2% | -11.1% |
| 3M | +37.3% | +12.9% | +24.4% | +29.1% |
| 6M | +70.7% | +20.1% | +50.6% | +55.4% |
| YTD | +106.0% | -22.5% | +128.5% | +124.1% |
| 1Y | +79.7% | -19.7% | +99.3% | +91.2% |
| 3Y | +267.8% | +81.2% | +186.6% | +159.9% |
| All | +201.7% | +74.1% | +127.5% | +90.0% |
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