+292.7%
CAT vs TPG
+85.9%
+206.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.4% | +2.2% |
| 7D | +5.6% | -2.9% | +8.4% | +6.6% |
| 30D | -2.3% | +5.0% | -7.4% | -4.4% |
| 3M | -10.0% | +24.9% | -34.9% | -17.4% |
| 6M | +21.2% | +21.1% | +0.2% | +11.8% |
| YTD | +44.4% | -17.3% | +61.7% | +52.3% |
| 1Y | +96.3% | -9.8% | +106.1% | +99.3% |
| 3Y | +203.9% | +95.4% | +108.5% | +132.0% |
| All | +292.7% | +85.9% | +206.8% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling