+159.4%
CCJ vs TPG
+81.8%
+77.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.3% |
| 7D | -4.0% | -9.4% | +5.4% | -0.7% |
| 30D | -2.4% | -5.3% | +2.9% | -0.8% |
| 3M | -2.3% | +12.9% | -15.2% | -7.0% |
| 6M | -16.2% | +20.1% | -36.3% | -22.4% |
| YTD | +5.7% | -22.5% | +28.2% | +14.7% |
| 1Y | +21.3% | -19.7% | +40.9% | +29.1% |
| 3Y | +159.4% | +81.2% | +78.2% | +116.7% |
| All | +159.4% | +81.8% | +77.6% | +116.7% |
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