-6.4%
CARR vs TPG
-16.9%
+10.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | -3.8% | -9.4% | +5.7% | -1.9% |
| 30D | -8.9% | -5.3% | -3.7% | -8.0% |
| 3M | -17.3% | +12.9% | -30.2% | -19.3% |
| 6M | -1.4% | +20.1% | -21.5% | -5.3% |
| YTD | +10.0% | -22.5% | +32.5% | +14.3% |
| 1Y | -6.4% | -19.7% | +13.3% | -4.9% |
| All | -6.4% | -16.9% | +10.5% | -4.9% |
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