-1.8%
CARR vs TPG
+0.9%
-2.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | -0.2% |
| 7D | -0.7% | +12.5% | -13.2% | -3.0% |
| 30D | +0.3% | +12.7% | -12.4% | -2.2% |
| 3M | -14.9% | +3.5% | -18.4% | -15.7% |
| 6M | -14.9% | +14.1% | -29.0% | -17.5% |
| YTD | +7.0% | -18.5% | +25.5% | +9.1% |
| 1Y | -1.8% | -1.8% | 0.0% | -7.7% |
| All | -1.8% | +0.9% | -2.7% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling