+172.6%
CAPR vs TPG
+74.1%
+98.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.1% |
| 7D | -11.0% | -9.4% | -1.5% | -7.0% |
| 30D | +99.8% | -5.3% | +105.0% | +102.9% |
| 3M | -66.6% | +12.9% | -79.5% | -69.0% |
| 6M | -75.1% | +20.1% | -95.2% | -77.7% |
| YTD | -71.0% | -22.5% | -48.5% | -68.5% |
| 1Y | +30.0% | -19.7% | +49.7% | +38.1% |
| 3Y | +29.0% | +81.2% | -52.2% | +10.3% |
| All | +172.6% | +74.1% | +98.5% | +116.5% |
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