+158.3%
CAT vs TPG
+75.0%
+83.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +7.4% | +5.0% | +2.4% | +5.6% |
| 30D | -19.7% | +15.7% | -35.3% | -24.2% |
| 3M | -29.6% | -10.6% | -19.0% | -27.1% |
| 6M | -33.2% | +15.9% | -49.1% | -37.8% |
| YTD | +5.7% | -20.6% | +26.3% | +14.1% |
| 1Y | +9.3% | -11.8% | +21.1% | +12.4% |
| 3Y | +158.3% | +71.6% | +86.8% | +79.6% |
| All | +158.3% | +75.0% | +83.3% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling