+290.8%
CAT vs TPG
+74.1%
+216.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | +0.6% | -9.4% | +10.0% | +4.0% |
| 30D | -4.3% | -5.3% | +0.9% | -2.9% |
| 3M | -8.6% | +12.9% | -21.6% | -13.2% |
| 6M | +16.1% | +20.1% | -4.0% | +7.3% |
| YTD | +43.8% | -22.5% | +66.3% | +55.0% |
| 1Y | +91.5% | -19.7% | +111.1% | +102.8% |
| 3Y | +202.7% | +81.2% | +121.5% | +137.0% |
| All | +290.8% | +74.1% | +216.7% | +190.7% |
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 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