+197.7%
CAT vs TPG
+78.9%
+118.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | +0.2% |
| 7D | +0.6% | -11.8% | +12.4% | +5.4% |
| 30D | -4.5% | -6.3% | +1.7% | -2.7% |
| 3M | -5.8% | +13.6% | -19.4% | -11.2% |
| 6M | +12.7% | +13.8% | -1.1% | +5.4% |
| YTD | +41.4% | -23.7% | +65.1% | +55.6% |
| 1Y | +92.1% | -18.2% | +110.2% | +103.7% |
| All | +197.7% | +78.9% | +118.8% | +105.5% |
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