+187.2%
CAT vs TPG
+78.3%
+108.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +7.4% | +5.0% | +2.4% | +5.7% |
| 30D | -19.7% | +15.7% | -35.3% | -24.0% |
| 3M | -29.6% | -10.6% | -19.0% | -27.3% |
| 6M | -33.2% | +15.9% | -49.1% | -37.5% |
| YTD | +5.7% | -20.6% | +26.3% | +12.4% |
| 1Y | +9.3% | -11.8% | +21.1% | +11.6% |
| 3Y | +158.3% | +71.6% | +86.8% | +104.9% |
| All | +187.2% | +78.3% | +108.9% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling