+81.3%
CB vs TPG
+78.6%
+2.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.7% |
| 7D | -0.5% | -6.5% | +6.0% | +0.1% |
| 30D | -3.1% | +0.1% | -3.1% | -3.1% |
| 3M | +4.2% | +14.5% | -10.4% | +2.6% |
| 6M | +4.7% | +17.3% | -12.6% | +2.7% |
| YTD | +8.8% | -20.5% | +29.3% | +11.2% |
| 1Y | +22.6% | -13.2% | +35.9% | +23.8% |
| 3Y | +70.6% | +87.7% | -17.1% | +49.8% |
| All | +81.3% | +78.6% | +2.7% | +52.0% |
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