+170.4%
CAPR vs TPG
+71.4%
+99.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | +0.1% | -2.2% |
| 7D | -10.6% | -11.8% | +1.3% | -5.5% |
| 30D | +111.2% | -6.3% | +117.4% | +115.5% |
| 3M | -67.2% | +13.6% | -80.8% | -69.7% |
| 6M | -75.1% | +13.8% | -89.0% | -77.2% |
| YTD | -71.2% | -23.7% | -47.5% | -68.6% |
| 1Y | +31.1% | -18.2% | +49.3% | +38.7% |
| 3Y | +31.3% | +80.1% | -48.8% | +12.9% |
| All | +170.4% | +71.4% | +99.0% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling