+95.4%
CAT vs TPG
-6.0%
+101.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +1.7% | -2.4% | +4.2% | +2.3% |
| 30D | -6.6% | +11.1% | -17.6% | -9.1% |
| 3M | -13.3% | +26.3% | -39.6% | -18.2% |
| 6M | +11.6% | +18.3% | -6.7% | +6.6% |
| YTD | +42.9% | -14.4% | +57.4% | +49.8% |
| 1Y | +95.4% | -6.7% | +102.2% | +102.3% |
| All | +95.4% | -6.0% | +101.4% | +102.3% |
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